CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 07-Jan-2013

Day Change Summary
	Previous	Current
	04-Jan-2013	07-Jan-2013	Change	Change %	Previous Week
Open	1.0023	1.0083	0.0060	0.6%	1.0003
High	1.0089	1.0083	-0.0006	-0.1%	1.0102
Low	1.0023	1.0079	0.0056	0.6%	0.9979
Close	1.0071	1.0079	0.0008	0.1%	1.0071
Range	0.0066	0.0004	-0.0062	-93.9%	0.0123
ATR	0.0035	0.0034	-0.0002	-4.7%	0.0000
Volume	12	5	-7	-58.3%	36

Daily Pivots for day following 07-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0092	1.0090	1.0081
R3	1.0088	1.0086	1.0080
R2	1.0084	1.0084	1.0080
R1	1.0082	1.0082	1.0079	1.0081
PP	1.0080	1.0080	1.0080	1.0080
S1	1.0078	1.0078	1.0079	1.0077
S2	1.0076	1.0076	1.0078
S3	1.0072	1.0074	1.0078
S4	1.0068	1.0070	1.0077

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	0.9979	0.0123	1.2%	0.0035	0.4%	81%	False	False	8
10	1.0102	0.9976	0.0126	1.3%	0.0021	0.2%	82%	False	False	6
20	1.0104	0.9976	0.0128	1.3%	0.0015	0.1%	80%	False	False	10
40	1.0104	0.9899	0.0205	2.0%	0.0014	0.1%	88%	False	False	17

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0100
2.618	1.0093
1.618	1.0089
1.000	1.0087
0.618	1.0085
HIGH	1.0083
0.618	1.0081
0.500	1.0081
0.382	1.0081
LOW	1.0079
0.618	1.0077
1.000	1.0075
1.618	1.0073
2.618	1.0069
4.250	1.0062

Fisher Pivots for day following 07-Jan-2013
Pivot	1 day	3 day
R1	1.0081	1.0071
PP	1.0080	1.0064
S1	1.0080	1.0056

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols