CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 1.0065 1.0013 -0.0052 -0.5% 1.0104
High 1.0065 1.0014 -0.0051 -0.5% 1.0104
Low 1.0065 0.9994 -0.0071 -0.7% 0.9994
Close 1.0065 0.9994 -0.0071 -0.7% 0.9994
Range 0.0000 0.0020 0.0020 0.0110
ATR 0.0022 0.0026 0.0003 15.5% 0.0000
Volume 21 1 -20 -95.2% 54
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0061 1.0047 1.0005
R3 1.0041 1.0027 1.0000
R2 1.0021 1.0021 0.9998
R1 1.0007 1.0007 0.9996 1.0004
PP 1.0001 1.0001 1.0001 0.9999
S1 0.9987 0.9987 0.9992 0.9984
S2 0.9981 0.9981 0.9990
S3 0.9961 0.9967 0.9989
S4 0.9941 0.9947 0.9983
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0361 1.0287 1.0055
R3 1.0251 1.0177 1.0024
R2 1.0141 1.0141 1.0014
R1 1.0067 1.0067 1.0004 1.0049
PP 1.0031 1.0031 1.0031 1.0022
S1 0.9957 0.9957 0.9984 0.9939
S2 0.9921 0.9921 0.9974
S3 0.9811 0.9847 0.9964
S4 0.9701 0.9737 0.9934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0104 0.9994 0.0110 1.1% 0.0010 0.1% 0% False True 10
10 1.0104 0.9994 0.0110 1.1% 0.0006 0.1% 0% False True 12
20 1.0104 0.9986 0.0118 1.2% 0.0011 0.1% 7% False False 14
40 1.0104 0.9899 0.0205 2.1% 0.0013 0.1% 46% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0099
2.618 1.0066
1.618 1.0046
1.000 1.0034
0.618 1.0026
HIGH 1.0014
0.618 1.0006
0.500 1.0004
0.382 1.0002
LOW 0.9994
0.618 0.9982
1.000 0.9974
1.618 0.9962
2.618 0.9942
4.250 0.9909
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 1.0004 1.0032
PP 1.0001 1.0019
S1 0.9997 1.0007

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

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