CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.0087 1.0023 -0.0064 -0.6% 1.0003
High 1.0087 1.0089 0.0002 0.0% 1.0102
Low 1.0057 1.0023 -0.0034 -0.3% 0.9979
Close 1.0067 1.0071 0.0004 0.0% 1.0071
Range 0.0030 0.0066 0.0036 120.0% 0.0123
ATR 0.0033 0.0035 0.0002 7.2% 0.0000
Volume 7 12 5 71.4% 36
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0259 1.0231 1.0107
R3 1.0193 1.0165 1.0089
R2 1.0127 1.0127 1.0083
R1 1.0099 1.0099 1.0077 1.0113
PP 1.0061 1.0061 1.0061 1.0068
S1 1.0033 1.0033 1.0065 1.0047
S2 0.9995 0.9995 1.0059
S3 0.9929 0.9967 1.0053
S4 0.9863 0.9901 1.0035
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0420 1.0368 1.0139
R3 1.0297 1.0245 1.0105
R2 1.0174 1.0174 1.0094
R1 1.0122 1.0122 1.0082 1.0148
PP 1.0051 1.0051 1.0051 1.0064
S1 0.9999 0.9999 1.0060 1.0025
S2 0.9928 0.9928 1.0048
S3 0.9805 0.9876 1.0037
S4 0.9682 0.9753 1.0003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0102 0.9976 0.0126 1.3% 0.0035 0.3% 75% False False 7
10 1.0102 0.9976 0.0126 1.3% 0.0021 0.2% 75% False False 8
20 1.0104 0.9976 0.0128 1.3% 0.0016 0.2% 74% False False 10
40 1.0104 0.9899 0.0205 2.0% 0.0016 0.2% 84% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.0370
2.618 1.0262
1.618 1.0196
1.000 1.0155
0.618 1.0130
HIGH 1.0089
0.618 1.0064
0.500 1.0056
0.382 1.0048
LOW 1.0023
0.618 0.9982
1.000 0.9957
1.618 0.9916
2.618 0.9850
4.250 0.9743
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.0066 1.0068
PP 1.0061 1.0065
S1 1.0056 1.0063

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

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