CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 0.9880 0.9820 -0.0060 -0.6% 0.9883
High 0.9880 0.9820 -0.0060 -0.6% 0.9950
Low 0.9825 0.9776 -0.0049 -0.5% 0.9870
Close 0.9836 0.9776 -0.0060 -0.6% 0.9881
Range 0.0055 0.0044 -0.0011 -20.0% 0.0080
ATR 0.0039 0.0041 0.0001 3.7% 0.0000
Volume 34 98 64 188.2% 56
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9923 0.9893 0.9800
R3 0.9879 0.9849 0.9788
R2 0.9835 0.9835 0.9784
R1 0.9805 0.9805 0.9780 0.9798
PP 0.9791 0.9791 0.9791 0.9787
S1 0.9761 0.9761 0.9772 0.9754
S2 0.9747 0.9747 0.9768
S3 0.9703 0.9717 0.9764
S4 0.9659 0.9673 0.9752
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 0.9776 0.0174 1.8% 0.0030 0.3% 0% False True 30
10 1.0000 0.9776 0.0224 2.3% 0.0033 0.3% 0% False True 34
20 1.0032 0.9776 0.0256 2.6% 0.0037 0.4% 0% False True 115
40 1.0113 0.9776 0.0337 3.4% 0.0030 0.3% 0% False True 62
60 1.0113 0.9776 0.0337 3.4% 0.0024 0.2% 0% False True 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0007
2.618 0.9935
1.618 0.9891
1.000 0.9864
0.618 0.9847
HIGH 0.9820
0.618 0.9803
0.500 0.9798
0.382 0.9793
LOW 0.9776
0.618 0.9749
1.000 0.9732
1.618 0.9705
2.618 0.9661
4.250 0.9589
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 0.9798 0.9842
PP 0.9791 0.9820
S1 0.9783 0.9798

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

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