CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1.0083 1.0089 0.0006 0.1% 1.0003
High 1.0083 1.0089 0.0006 0.1% 1.0102
Low 1.0079 1.0065 -0.0014 -0.1% 0.9979
Close 1.0079 1.0072 -0.0007 -0.1% 1.0071
Range 0.0004 0.0024 0.0020 500.0% 0.0123
ATR 0.0034 0.0033 -0.0001 -2.0% 0.0000
Volume 5 4 -1 -20.0% 36
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0147 1.0134 1.0085
R3 1.0123 1.0110 1.0079
R2 1.0099 1.0099 1.0076
R1 1.0086 1.0086 1.0074 1.0081
PP 1.0075 1.0075 1.0075 1.0073
S1 1.0062 1.0062 1.0070 1.0057
S2 1.0051 1.0051 1.0068
S3 1.0027 1.0038 1.0065
S4 1.0003 1.0014 1.0059
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 1.0023 0.0079 0.8% 0.0029 0.3% 62% False False 8
10 1.0102 0.9976 0.0126 1.3% 0.0022 0.2% 76% False False 7
20 1.0104 0.9976 0.0128 1.3% 0.0014 0.1% 75% False False 9
40 1.0104 0.9899 0.0205 2.0% 0.0015 0.1% 84% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0191
2.618 1.0152
1.618 1.0128
1.000 1.0113
0.618 1.0104
HIGH 1.0089
0.618 1.0080
0.500 1.0077
0.382 1.0074
LOW 1.0065
0.618 1.0050
1.000 1.0041
1.618 1.0026
2.618 1.0002
4.250 0.9963
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1.0077 1.0067
PP 1.0075 1.0061
S1 1.0074 1.0056

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

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