CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 0.9982 0.9972 -0.0010 -0.1% 0.9880
High 0.9989 0.9994 0.0005 0.1% 0.9985
Low 0.9960 0.9972 0.0012 0.1% 0.9855
Close 0.9970 0.9994 0.0024 0.2% 0.9981
Range 0.0029 0.0022 -0.0007 -24.1% 0.0130
ATR 0.0038 0.0037 -0.0001 -2.6% 0.0000
Volume 70 26 -44 -62.9% 1,487
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0053 1.0045 1.0006
R3 1.0031 1.0023 1.0000
R2 1.0009 1.0009 0.9998
R1 1.0001 1.0001 0.9996 1.0005
PP 0.9987 0.9987 0.9987 0.9989
S1 0.9979 0.9979 0.9992 0.9983
S2 0.9965 0.9965 0.9990
S3 0.9943 0.9957 0.9988
S4 0.9921 0.9935 0.9982
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0330 1.0286 1.0053
R3 1.0200 1.0156 1.0017
R2 1.0070 1.0070 1.0005
R1 1.0026 1.0026 0.9993 1.0048
PP 0.9940 0.9940 0.9940 0.9952
S1 0.9896 0.9896 0.9969 0.9918
S2 0.9810 0.9810 0.9957
S3 0.9680 0.9766 0.9945
S4 0.9550 0.9636 0.9910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9994 0.9906 0.0088 0.9% 0.0034 0.3% 100% True False 61
10 1.0032 0.9854 0.0178 1.8% 0.0042 0.4% 79% False False 197
20 1.0113 0.9854 0.0259 2.6% 0.0032 0.3% 54% False False 103
40 1.0113 0.9854 0.0259 2.6% 0.0024 0.2% 54% False False 57
60 1.0113 0.9854 0.0259 2.6% 0.0020 0.2% 54% False False 46
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 1.0088
2.618 1.0052
1.618 1.0030
1.000 1.0016
0.618 1.0008
HIGH 0.9994
0.618 0.9986
0.500 0.9983
0.382 0.9980
LOW 0.9972
0.618 0.9958
1.000 0.9950
1.618 0.9936
2.618 0.9914
4.250 0.9879
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 0.9990 0.9988
PP 0.9987 0.9983
S1 0.9983 0.9977

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

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