CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 0.9908 0.9880 -0.0028 -0.3% 0.9883
High 0.9908 0.9880 -0.0028 -0.3% 0.9950
Low 0.9873 0.9825 -0.0048 -0.5% 0.9870
Close 0.9881 0.9836 -0.0045 -0.5% 0.9881
Range 0.0035 0.0055 0.0020 57.1% 0.0080
ATR 0.0038 0.0039 0.0001 3.4% 0.0000
Volume 4 34 30 750.0% 56
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0012 0.9979 0.9866
R3 0.9957 0.9924 0.9851
R2 0.9902 0.9902 0.9846
R1 0.9869 0.9869 0.9841 0.9858
PP 0.9847 0.9847 0.9847 0.9842
S1 0.9814 0.9814 0.9831 0.9803
S2 0.9792 0.9792 0.9826
S3 0.9737 0.9759 0.9821
S4 0.9682 0.9704 0.9806
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 0.9825 0.0125 1.3% 0.0033 0.3% 9% False True 15
10 1.0000 0.9825 0.0175 1.8% 0.0030 0.3% 6% False True 26
20 1.0032 0.9825 0.0207 2.1% 0.0036 0.4% 5% False True 111
40 1.0113 0.9825 0.0288 2.9% 0.0029 0.3% 4% False True 60
60 1.0113 0.9825 0.0288 2.9% 0.0023 0.2% 4% False True 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0114
2.618 1.0024
1.618 0.9969
1.000 0.9935
0.618 0.9914
HIGH 0.9880
0.618 0.9859
0.500 0.9853
0.382 0.9846
LOW 0.9825
0.618 0.9791
1.000 0.9770
1.618 0.9736
2.618 0.9681
4.250 0.9591
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 0.9853 0.9888
PP 0.9847 0.9870
S1 0.9842 0.9853

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

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