CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.0008 1.0015 0.0007 0.1% 0.9987
High 1.0008 1.0015 0.0007 0.1% 1.0023
Low 0.9986 1.0007 0.0021 0.2% 0.9987
Close 0.9987 1.0007 0.0020 0.2% 1.0004
Range 0.0022 0.0008 -0.0014 -63.6% 0.0036
ATR 0.0026 0.0026 0.0000 0.5% 0.0000
Volume 3 29 26 866.7% 97
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0034 1.0028 1.0011
R3 1.0026 1.0020 1.0009
R2 1.0018 1.0018 1.0008
R1 1.0012 1.0012 1.0008 1.0011
PP 1.0010 1.0010 1.0010 1.0009
S1 1.0004 1.0004 1.0006 1.0003
S2 1.0002 1.0002 1.0006
S3 0.9994 0.9996 1.0005
S4 0.9986 0.9988 1.0003
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0113 1.0094 1.0024
R3 1.0077 1.0058 1.0014
R2 1.0041 1.0041 1.0011
R1 1.0022 1.0022 1.0007 1.0032
PP 1.0005 1.0005 1.0005 1.0009
S1 0.9986 0.9986 1.0001 0.9996
S2 0.9969 0.9969 0.9997
S3 0.9933 0.9950 0.9994
S4 0.9897 0.9914 0.9984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0015 0.9986 0.0029 0.3% 0.0010 0.1% 72% True False 24
10 1.0023 0.9951 0.0072 0.7% 0.0015 0.1% 78% False False 25
20 1.0028 0.9899 0.0129 1.3% 0.0016 0.2% 84% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 1.0036
1.618 1.0028
1.000 1.0023
0.618 1.0020
HIGH 1.0015
0.618 1.0012
0.500 1.0011
0.382 1.0010
LOW 1.0007
0.618 1.0002
1.000 0.9999
1.618 0.9994
2.618 0.9986
4.250 0.9973
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.0011 1.0005
PP 1.0010 1.0003
S1 1.0008 1.0001

These figures are updated between 7pm and 10pm EST after a trading day.

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