CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 1.0079 1.0104 0.0025 0.2% 1.0066
High 1.0079 1.0104 0.0025 0.2% 1.0097
Low 1.0071 1.0093 0.0022 0.2% 1.0066
Close 1.0071 1.0093 0.0022 0.2% 1.0071
Range 0.0008 0.0011 0.0003 37.5% 0.0031
ATR 0.0024 0.0024 0.0001 2.8% 0.0000
Volume 25 24 -1 -4.0% 75
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0130 1.0122 1.0099
R3 1.0119 1.0111 1.0096
R2 1.0108 1.0108 1.0095
R1 1.0100 1.0100 1.0094 1.0099
PP 1.0097 1.0097 1.0097 1.0096
S1 1.0089 1.0089 1.0092 1.0088
S2 1.0086 1.0086 1.0091
S3 1.0075 1.0078 1.0090
S4 1.0064 1.0067 1.0087
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0171 1.0152 1.0088
R3 1.0140 1.0121 1.0080
R2 1.0109 1.0109 1.0077
R1 1.0090 1.0090 1.0074 1.0100
PP 1.0078 1.0078 1.0078 1.0083
S1 1.0059 1.0059 1.0068 1.0069
S2 1.0047 1.0047 1.0065
S3 1.0016 1.0028 1.0062
S4 0.9985 0.9997 1.0054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0104 1.0070 0.0034 0.3% 0.0004 0.0% 68% True False 17
10 1.0104 1.0007 0.0097 1.0% 0.0010 0.1% 89% True False 15
20 1.0104 0.9951 0.0153 1.5% 0.0013 0.1% 93% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 1.0133
1.618 1.0122
1.000 1.0115
0.618 1.0111
HIGH 1.0104
0.618 1.0100
0.500 1.0099
0.382 1.0097
LOW 1.0093
0.618 1.0086
1.000 1.0082
1.618 1.0075
2.618 1.0064
4.250 1.0046
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 1.0099 1.0091
PP 1.0097 1.0089
S1 1.0095 1.0088

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

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