CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1.0032 0.9948 -0.0084 -0.8% 1.0085
High 1.0032 0.9948 -0.0084 -0.8% 1.0109
Low 0.9948 0.9918 -0.0030 -0.3% 1.0009
Close 0.9953 0.9918 -0.0035 -0.4% 1.0019
Range 0.0084 0.0030 -0.0054 -64.3% 0.0100
ATR 0.0037 0.0036 0.0000 -0.3% 0.0000
Volume 8 84 76 950.0% 35
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0018 0.9998 0.9935
R3 0.9988 0.9968 0.9926
R2 0.9958 0.9958 0.9924
R1 0.9938 0.9938 0.9921 0.9933
PP 0.9928 0.9928 0.9928 0.9926
S1 0.9908 0.9908 0.9915 0.9903
S2 0.9898 0.9898 0.9913
S3 0.9868 0.9878 0.9910
S4 0.9838 0.9848 0.9902
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 0.9918 0.0176 1.8% 0.0041 0.4% 0% False True 24
10 1.0113 0.9918 0.0195 2.0% 0.0031 0.3% 0% False True 17
20 1.0113 0.9918 0.0195 2.0% 0.0027 0.3% 0% False True 12
40 1.0113 0.9918 0.0195 2.0% 0.0019 0.2% 0% False True 13
60 1.0113 0.9899 0.0214 2.2% 0.0017 0.2% 9% False False 26
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 1.0076
2.618 1.0027
1.618 0.9997
1.000 0.9978
0.618 0.9967
HIGH 0.9948
0.618 0.9937
0.500 0.9933
0.382 0.9929
LOW 0.9918
0.618 0.9899
1.000 0.9888
1.618 0.9869
2.618 0.9839
4.250 0.9791
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 0.9933 0.9975
PP 0.9928 0.9956
S1 0.9923 0.9937

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

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