CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 17-Jan-2013

Day Change Summary
	Previous	Current
	16-Jan-2013	17-Jan-2013	Change	Change %	Previous Week
Open	1.0082	1.0060	-0.0022	-0.2%	1.0083
High	1.0092	1.0094	0.0002	0.0%	1.0113
Low	1.0068	1.0060	-0.0008	-0.1%	1.0065
Close	1.0084	1.0094	0.0010	0.1%	1.0106
Range	0.0024	0.0034	0.0010	41.7%	0.0048
ATR	0.0030	0.0030	0.0000	1.1%	0.0000
Volume	10	8	-2	-20.0%	48

Daily Pivots for day following 17-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0173	1.0113
R3	1.0151	1.0139	1.0103
R2	1.0117	1.0117	1.0100
R1	1.0105	1.0105	1.0097	1.0111
PP	1.0083	1.0083	1.0083	1.0086
S1	1.0071	1.0071	1.0091	1.0077
S2	1.0049	1.0049	1.0088
S3	1.0015	1.0037	1.0085
S4	0.9981	1.0003	1.0075

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	1.0060	0.0053	0.5%	0.0023	0.2%	64%	False	True	9
10	1.0113	1.0023	0.0090	0.9%	0.0024	0.2%	79%	False	False	9
20	1.0113	0.9976	0.0137	1.4%	0.0020	0.2%	86%	False	False	8
40	1.0113	0.9951	0.0162	1.6%	0.0016	0.2%	88%	False	False	13

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	0.0002
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0239
2.618	1.0183
1.618	1.0149
1.000	1.0128
0.618	1.0115
HIGH	1.0094
0.618	1.0081
0.500	1.0077
0.382	1.0073
LOW	1.0060
0.618	1.0039
1.000	1.0026
1.618	1.0005
2.618	0.9971
4.250	0.9916

Fisher Pivots for day following 17-Jan-2013
Pivot	1 day	3 day
R1	1.0088	1.0090
PP	1.0083	1.0086
S1	1.0077	1.0083

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