CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 0.9930 0.9950 0.0020 0.2% 0.9982
High 0.9935 0.9950 0.0015 0.2% 1.0000
Low 0.9930 0.9938 0.0008 0.1% 0.9922
Close 0.9934 0.9938 0.0004 0.0% 0.9924
Range 0.0005 0.0012 0.0007 140.0% 0.0078
ATR 0.0038 0.0036 -0.0002 -4.1% 0.0000
Volume 3 11 8 266.7% 249
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9978 0.9970 0.9945
R3 0.9966 0.9958 0.9941
R2 0.9954 0.9954 0.9940
R1 0.9946 0.9946 0.9939 0.9944
PP 0.9942 0.9942 0.9942 0.9941
S1 0.9934 0.9934 0.9937 0.9932
S2 0.9930 0.9930 0.9936
S3 0.9918 0.9922 0.9935
S4 0.9906 0.9910 0.9931
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0183 1.0131 0.9967
R3 1.0105 1.0053 0.9945
R2 1.0027 1.0027 0.9938
R1 0.9975 0.9975 0.9931 0.9962
PP 0.9949 0.9949 0.9949 0.9942
S1 0.9897 0.9897 0.9917 0.9884
S2 0.9871 0.9871 0.9910
S3 0.9793 0.9819 0.9903
S4 0.9715 0.9741 0.9881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9950 0.9870 0.0080 0.8% 0.0024 0.2% 85% True False 11
10 1.0000 0.9870 0.0130 1.3% 0.0026 0.3% 52% False False 39
20 1.0094 0.9854 0.0240 2.4% 0.0035 0.4% 35% False False 110
40 1.0113 0.9854 0.0259 2.6% 0.0027 0.3% 32% False False 59
60 1.0113 0.9854 0.0259 2.6% 0.0022 0.2% 32% False False 45
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0001
2.618 0.9981
1.618 0.9969
1.000 0.9962
0.618 0.9957
HIGH 0.9950
0.618 0.9945
0.500 0.9944
0.382 0.9943
LOW 0.9938
0.618 0.9931
1.000 0.9926
1.618 0.9919
2.618 0.9907
4.250 0.9887
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 0.9944 0.9929
PP 0.9942 0.9919
S1 0.9940 0.9910

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

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