CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 0.9948 0.9924 -0.0024 -0.2% 1.0012
High 0.9948 0.9926 -0.0022 -0.2% 1.0032
Low 0.9918 0.9854 -0.0064 -0.6% 0.9854
Close 0.9918 0.9872 -0.0046 -0.5% 0.9872
Range 0.0030 0.0072 0.0042 140.0% 0.0178
ATR 0.0036 0.0039 0.0003 7.0% 0.0000
Volume 84 298 214 254.8% 412
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0100 1.0058 0.9912
R3 1.0028 0.9986 0.9892
R2 0.9956 0.9956 0.9885
R1 0.9914 0.9914 0.9879 0.9899
PP 0.9884 0.9884 0.9884 0.9877
S1 0.9842 0.9842 0.9865 0.9827
S2 0.9812 0.9812 0.9859
S3 0.9740 0.9770 0.9852
S4 0.9668 0.9698 0.9832
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0453 1.0341 0.9970
R3 1.0275 1.0163 0.9921
R2 1.0097 1.0097 0.9905
R1 0.9985 0.9985 0.9888 0.9952
PP 0.9919 0.9919 0.9919 0.9903
S1 0.9807 0.9807 0.9856 0.9774
S2 0.9741 0.9741 0.9839
S3 0.9563 0.9629 0.9823
S4 0.9385 0.9451 0.9774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0047 0.9854 0.0193 2.0% 0.0049 0.5% 9% False True 82
10 1.0113 0.9854 0.0259 2.6% 0.0036 0.4% 7% False True 46
20 1.0113 0.9854 0.0259 2.6% 0.0030 0.3% 7% False True 26
40 1.0113 0.9854 0.0259 2.6% 0.0020 0.2% 7% False True 20
60 1.0113 0.9854 0.0259 2.6% 0.0018 0.2% 7% False True 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0232
2.618 1.0114
1.618 1.0042
1.000 0.9998
0.618 0.9970
HIGH 0.9926
0.618 0.9898
0.500 0.9890
0.382 0.9882
LOW 0.9854
0.618 0.9810
1.000 0.9782
1.618 0.9738
2.618 0.9666
4.250 0.9548
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 0.9890 0.9943
PP 0.9884 0.9919
S1 0.9878 0.9896

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

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