CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 0.9880 0.9892 0.0012 0.1% 1.0012
High 0.9889 0.9927 0.0038 0.4% 1.0032
Low 0.9855 0.9892 0.0037 0.4% 0.9854
Close 0.9886 0.9927 0.0041 0.4% 0.9872
Range 0.0034 0.0035 0.0001 2.9% 0.0178
ATR 0.0039 0.0039 0.0000 0.4% 0.0000
Volume 871 404 -467 -53.6% 412
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0020 1.0009 0.9946
R3 0.9985 0.9974 0.9937
R2 0.9950 0.9950 0.9933
R1 0.9939 0.9939 0.9930 0.9945
PP 0.9915 0.9915 0.9915 0.9918
S1 0.9904 0.9904 0.9924 0.9910
S2 0.9880 0.9880 0.9921
S3 0.9845 0.9869 0.9917
S4 0.9810 0.9834 0.9908
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 1.0032 0.9854 0.0178 1.8% 0.0051 0.5% 41% False False 333
10 1.0105 0.9854 0.0251 2.5% 0.0040 0.4% 29% False False 171
20 1.0113 0.9854 0.0259 2.6% 0.0033 0.3% 28% False False 90
40 1.0113 0.9854 0.0259 2.6% 0.0021 0.2% 28% False False 50
60 1.0113 0.9854 0.0259 2.6% 0.0019 0.2% 28% False False 42
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0076
2.618 1.0019
1.618 0.9984
1.000 0.9962
0.618 0.9949
HIGH 0.9927
0.618 0.9914
0.500 0.9910
0.382 0.9905
LOW 0.9892
0.618 0.9870
1.000 0.9857
1.618 0.9835
2.618 0.9800
4.250 0.9743
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 0.9921 0.9915
PP 0.9915 0.9903
S1 0.9910 0.9891

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

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