CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 1.0066 1.0070 0.0004 0.0% 1.0008
High 1.0066 1.0071 0.0005 0.0% 1.0058
Low 1.0066 1.0070 0.0004 0.0% 0.9986
Close 1.0066 1.0071 0.0005 0.0% 1.0038
Range 0.0000 0.0001 0.0001 0.0072
ATR 0.0027 0.0025 -0.0002 -5.8% 0.0000
Volume 10 15 5 50.0% 59
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0074 1.0073 1.0072
R3 1.0073 1.0072 1.0071
R2 1.0072 1.0072 1.0071
R1 1.0071 1.0071 1.0071 1.0072
PP 1.0071 1.0071 1.0071 1.0071
S1 1.0070 1.0070 1.0071 1.0071
S2 1.0070 1.0070 1.0071
S3 1.0069 1.0069 1.0071
S4 1.0068 1.0068 1.0070
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0243 1.0213 1.0078
R3 1.0171 1.0141 1.0058
R2 1.0099 1.0099 1.0051
R1 1.0069 1.0069 1.0045 1.0084
PP 1.0027 1.0027 1.0027 1.0035
S1 0.9997 0.9997 1.0031 1.0012
S2 0.9955 0.9955 1.0025
S3 0.9883 0.9925 1.0018
S4 0.9811 0.9853 0.9998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0071 1.0008 0.0063 0.6% 0.0015 0.1% 100% True False 10
10 1.0071 0.9986 0.0085 0.8% 0.0013 0.1% 100% True False 17
20 1.0071 0.9899 0.0172 1.7% 0.0014 0.1% 100% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0075
2.618 1.0074
1.618 1.0073
1.000 1.0072
0.618 1.0072
HIGH 1.0071
0.618 1.0071
0.500 1.0071
0.382 1.0070
LOW 1.0070
0.618 1.0069
1.000 1.0069
1.618 1.0068
2.618 1.0067
4.250 1.0066
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 1.0071 1.0061
PP 1.0071 1.0050
S1 1.0071 1.0040

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

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