CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 1.0087 1.0113 0.0026 0.3% 1.0083
High 1.0103 1.0113 0.0010 0.1% 1.0113
Low 1.0085 1.0105 0.0020 0.2% 1.0065
Close 1.0103 1.0106 0.0003 0.0% 1.0106
Range 0.0018 0.0008 -0.0010 -55.6% 0.0048
ATR 0.0031 0.0030 -0.0002 -4.9% 0.0000
Volume 12 16 4 33.3% 48
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0132 1.0127 1.0110
R3 1.0124 1.0119 1.0108
R2 1.0116 1.0116 1.0107
R1 1.0111 1.0111 1.0107 1.0110
PP 1.0108 1.0108 1.0108 1.0107
S1 1.0103 1.0103 1.0105 1.0102
S2 1.0100 1.0100 1.0105
S3 1.0092 1.0095 1.0104
S4 1.0084 1.0087 1.0102
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0239 1.0220 1.0132
R3 1.0191 1.0172 1.0119
R2 1.0143 1.0143 1.0115
R1 1.0124 1.0124 1.0110 1.0134
PP 1.0095 1.0095 1.0095 1.0099
S1 1.0076 1.0076 1.0102 1.0086
S2 1.0047 1.0047 1.0097
S3 0.9999 1.0028 1.0093
S4 0.9951 0.9980 1.0080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0113 1.0065 0.0048 0.5% 0.0012 0.1% 85% True False 9
10 1.0113 0.9976 0.0137 1.4% 0.0023 0.2% 95% True False 8
20 1.0113 0.9976 0.0137 1.4% 0.0015 0.2% 95% True False 9
40 1.0113 0.9899 0.0214 2.1% 0.0015 0.1% 97% True False 14
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0147
2.618 1.0134
1.618 1.0126
1.000 1.0121
0.618 1.0118
HIGH 1.0113
0.618 1.0110
0.500 1.0109
0.382 1.0108
LOW 1.0105
0.618 1.0100
1.000 1.0097
1.618 1.0092
2.618 1.0084
4.250 1.0071
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 1.0109 1.0101
PP 1.0108 1.0096
S1 1.0107 1.0091

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

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