CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 0.9976 1.0003 0.0027 0.3% 1.0029
High 0.9976 1.0035 0.0059 0.6% 1.0030
Low 0.9976 0.9979 0.0003 0.0% 0.9976
Close 0.9976 0.9993 0.0017 0.2% 0.9976
Range 0.0000 0.0056 0.0056 0.0054
ATR 0.0025 0.0027 0.0002 9.8% 0.0000
Volume 2 2 0 0.0% 25
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0170 1.0138 1.0024
R3 1.0114 1.0082 1.0008
R2 1.0058 1.0058 1.0003
R1 1.0026 1.0026 0.9998 1.0014
PP 1.0002 1.0002 1.0002 0.9997
S1 0.9970 0.9970 0.9988 0.9958
S2 0.9946 0.9946 0.9983
S3 0.9890 0.9914 0.9978
S4 0.9834 0.9858 0.9962
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0120 1.0006
R3 1.0102 1.0066 0.9991
R2 1.0048 1.0048 0.9986
R1 1.0012 1.0012 0.9981 1.0003
PP 0.9994 0.9994 0.9994 0.9990
S1 0.9958 0.9958 0.9971 0.9949
S2 0.9940 0.9940 0.9966
S3 0.9886 0.9904 0.9961
S4 0.9832 0.9850 0.9946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0035 0.9976 0.0059 0.6% 0.0015 0.1% 29% True False 5
10 1.0104 0.9976 0.0128 1.3% 0.0012 0.1% 13% False False 8
20 1.0104 0.9976 0.0128 1.3% 0.0012 0.1% 13% False False 10
40 1.0104 0.9899 0.0205 2.1% 0.0014 0.1% 46% False False 18
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 0.0003
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.0273
2.618 1.0182
1.618 1.0126
1.000 1.0091
0.618 1.0070
HIGH 1.0035
0.618 1.0014
0.500 1.0007
0.382 1.0000
LOW 0.9979
0.618 0.9944
1.000 0.9923
1.618 0.9888
2.618 0.9832
4.250 0.9741
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1.0007 1.0006
PP 1.0002 1.0001
S1 0.9998 0.9997

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

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