CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 1.0007 0.9988 -0.0019 -0.2% 1.0104
High 1.0007 0.9992 -0.0015 -0.1% 1.0104
Low 0.9995 0.9988 -0.0007 -0.1% 0.9994
Close 0.9995 0.9989 -0.0006 -0.1% 0.9994
Range 0.0012 0.0004 -0.0008 -66.7% 0.0110
ATR 0.0027 0.0026 -0.0001 -5.3% 0.0000
Volume 2 5 3 150.0% 54
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0002 0.9999 0.9991
R3 0.9998 0.9995 0.9990
R2 0.9994 0.9994 0.9990
R1 0.9991 0.9991 0.9989 0.9993
PP 0.9990 0.9990 0.9990 0.9990
S1 0.9987 0.9987 0.9989 0.9989
S2 0.9986 0.9986 0.9988
S3 0.9982 0.9983 0.9988
S4 0.9978 0.9979 0.9987
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 1.0065 0.9988 0.0077 0.8% 0.0007 0.1% 1% False True 9
10 1.0104 0.9988 0.0116 1.2% 0.0007 0.1% 1% False True 11
20 1.0104 0.9986 0.0118 1.2% 0.0010 0.1% 3% False False 11
40 1.0104 0.9899 0.0205 2.1% 0.0012 0.1% 44% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0009
2.618 1.0002
1.618 0.9998
1.000 0.9996
0.618 0.9994
HIGH 0.9992
0.618 0.9990
0.500 0.9990
0.382 0.9990
LOW 0.9988
0.618 0.9986
1.000 0.9984
1.618 0.9982
2.618 0.9978
4.250 0.9971
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 0.9990 1.0009
PP 0.9990 1.0002
S1 0.9989 0.9996

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

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