CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 1.0104 1.0085 -0.0019 -0.2% 1.0066
High 1.0104 1.0085 -0.0019 -0.2% 1.0097
Low 1.0093 1.0082 -0.0011 -0.1% 1.0066
Close 1.0093 1.0082 -0.0011 -0.1% 1.0071
Range 0.0011 0.0003 -0.0008 -72.7% 0.0031
ATR 0.0024 0.0023 -0.0001 -3.9% 0.0000
Volume 24 5 -19 -79.2% 75
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0092 1.0090 1.0084
R3 1.0089 1.0087 1.0083
R2 1.0086 1.0086 1.0083
R1 1.0084 1.0084 1.0082 1.0084
PP 1.0083 1.0083 1.0083 1.0083
S1 1.0081 1.0081 1.0082 1.0081
S2 1.0080 1.0080 1.0081
S3 1.0077 1.0078 1.0081
S4 1.0074 1.0075 1.0080
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 1.0071 0.0033 0.3% 0.0004 0.0% 33% False False 15
10 1.0104 1.0008 0.0096 1.0% 0.0010 0.1% 77% False False 13
20 1.0104 0.9951 0.0153 1.5% 0.0012 0.1% 86% False False 19
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0098
2.618 1.0093
1.618 1.0090
1.000 1.0088
0.618 1.0087
HIGH 1.0085
0.618 1.0084
0.500 1.0084
0.382 1.0083
LOW 1.0082
0.618 1.0080
1.000 1.0079
1.618 1.0077
2.618 1.0074
4.250 1.0069
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 1.0084 1.0088
PP 1.0083 1.0086
S1 1.0083 1.0084

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

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