CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 1.0012 1.0032 0.0020 0.2% 1.0085
High 1.0026 1.0032 0.0006 0.1% 1.0109
Low 1.0005 0.9948 -0.0057 -0.6% 1.0009
Close 1.0019 0.9953 -0.0066 -0.7% 1.0019
Range 0.0021 0.0084 0.0063 300.0% 0.0100
ATR 0.0033 0.0037 0.0004 11.1% 0.0000
Volume 22 8 -14 -63.6% 35
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0230 1.0175 0.9999
R3 1.0146 1.0091 0.9976
R2 1.0062 1.0062 0.9968
R1 1.0007 1.0007 0.9961 0.9993
PP 0.9978 0.9978 0.9978 0.9970
S1 0.9923 0.9923 0.9945 0.9909
S2 0.9894 0.9894 0.9938
S3 0.9810 0.9839 0.9930
S4 0.9726 0.9755 0.9907
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0346 1.0282 1.0074
R3 1.0246 1.0182 1.0047
R2 1.0146 1.0146 1.0037
R1 1.0082 1.0082 1.0028 1.0064
PP 1.0046 1.0046 1.0046 1.0037
S1 0.9982 0.9982 1.0010 0.9964
S2 0.9946 0.9946 1.0001
S3 0.9846 0.9882 0.9992
S4 0.9746 0.9782 0.9964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0094 0.9948 0.0146 1.5% 0.0040 0.4% 3% False True 10
10 1.0113 0.9948 0.0165 1.7% 0.0028 0.3% 3% False True 10
20 1.0113 0.9948 0.0165 1.7% 0.0025 0.3% 3% False True 8
40 1.0113 0.9948 0.0165 1.7% 0.0018 0.2% 3% False True 11
60 1.0113 0.9899 0.0214 2.2% 0.0017 0.2% 25% False False 24
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 0.0003
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1.0389
2.618 1.0252
1.618 1.0168
1.000 1.0116
0.618 1.0084
HIGH 1.0032
0.618 1.0000
0.500 0.9990
0.382 0.9980
LOW 0.9948
0.618 0.9896
1.000 0.9864
1.618 0.9812
2.618 0.9728
4.250 0.9591
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 0.9990 0.9998
PP 0.9978 0.9983
S1 0.9965 0.9968

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

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