CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1.0085 1.0096 0.0011 0.1% 1.0083
High 1.0109 1.0105 -0.0004 0.0% 1.0113
Low 1.0082 1.0082 0.0000 0.0% 1.0065
Close 1.0107 1.0101 -0.0006 -0.1% 1.0106
Range 0.0027 0.0023 -0.0004 -14.8% 0.0048
ATR 0.0030 0.0029 0.0000 -1.1% 0.0000
Volume 8 7 -1 -12.5% 48
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0165 1.0156 1.0114
R3 1.0142 1.0133 1.0107
R2 1.0119 1.0119 1.0105
R1 1.0110 1.0110 1.0103 1.0115
PP 1.0096 1.0096 1.0096 1.0098
S1 1.0087 1.0087 1.0099 1.0092
S2 1.0073 1.0073 1.0097
S3 1.0050 1.0064 1.0095
S4 1.0027 1.0041 1.0088
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 1.0068 0.0045 0.4% 0.0017 0.2% 73% False False 10
10 1.0113 1.0023 0.0090 0.9% 0.0023 0.2% 87% False False 9
20 1.0113 0.9976 0.0137 1.4% 0.0018 0.2% 91% False False 8
40 1.0113 0.9899 0.0214 2.1% 0.0016 0.2% 94% False False 13
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0203
2.618 1.0165
1.618 1.0142
1.000 1.0128
0.618 1.0119
HIGH 1.0105
0.618 1.0096
0.500 1.0094
0.382 1.0091
LOW 1.0082
0.618 1.0068
1.000 1.0059
1.618 1.0045
2.618 1.0022
4.250 0.9984
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1.0099 1.0100
PP 1.0096 1.0099
S1 1.0094 1.0098

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

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