CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 0.9950 0.9908 -0.0042 -0.4% 0.9883
High 0.9950 0.9908 -0.0042 -0.4% 0.9950
Low 0.9938 0.9873 -0.0065 -0.7% 0.9870
Close 0.9938 0.9881 -0.0057 -0.6% 0.9881
Range 0.0012 0.0035 0.0023 191.7% 0.0080
ATR 0.0036 0.0038 0.0002 5.8% 0.0000
Volume 11 4 -7 -63.6% 56
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9992 0.9972 0.9900
R3 0.9957 0.9937 0.9891
R2 0.9922 0.9922 0.9887
R1 0.9902 0.9902 0.9884 0.9895
PP 0.9887 0.9887 0.9887 0.9884
S1 0.9867 0.9867 0.9878 0.9860
S2 0.9852 0.9852 0.9875
S3 0.9817 0.9832 0.9871
S4 0.9782 0.9797 0.9862
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0140 1.0091 0.9925
R3 1.0060 1.0011 0.9903
R2 0.9980 0.9980 0.9896
R1 0.9931 0.9931 0.9888 0.9916
PP 0.9900 0.9900 0.9900 0.9893
S1 0.9851 0.9851 0.9874 0.9836
S2 0.9820 0.9820 0.9866
S3 0.9740 0.9771 0.9859
S4 0.9660 0.9691 0.9837
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% 0.0027 0.3% 14% False False 11
10 1.0000 0.9870 0.0130 1.3% 0.0028 0.3% 8% False False 30
20 1.0047 0.9854 0.0193 2.0% 0.0035 0.4% 14% False False 110
40 1.0113 0.9854 0.0259 2.6% 0.0028 0.3% 10% False False 59
60 1.0113 0.9854 0.0259 2.6% 0.0022 0.2% 10% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0057
2.618 1.0000
1.618 0.9965
1.000 0.9943
0.618 0.9930
HIGH 0.9908
0.618 0.9895
0.500 0.9891
0.382 0.9886
LOW 0.9873
0.618 0.9851
1.000 0.9838
1.618 0.9816
2.618 0.9781
4.250 0.9724
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 0.9891 0.9912
PP 0.9887 0.9901
S1 0.9884 0.9891

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

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