CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 0.9802 0.9818 0.0016 0.2% 0.9793
High 0.9830 0.9823 -0.0007 -0.1% 0.9860
Low 0.9800 0.9814 0.0014 0.1% 0.9735
Close 0.9815 0.9819 0.0004 0.0% 0.9791
Range 0.0030 0.0009 -0.0021 -70.0% 0.0125
ATR 0.0044 0.0042 -0.0003 -5.7% 0.0000
Volume 75 142 67 89.3% 361
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9846 0.9841 0.9824
R3 0.9837 0.9832 0.9821
R2 0.9828 0.9828 0.9821
R1 0.9823 0.9823 0.9820 0.9826
PP 0.9819 0.9819 0.9819 0.9820
S1 0.9814 0.9814 0.9818 0.9817
S2 0.9810 0.9810 0.9817
S3 0.9801 0.9805 0.9817
S4 0.9792 0.9796 0.9814
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0170 1.0106 0.9860
R3 1.0045 0.9981 0.9825
R2 0.9920 0.9920 0.9814
R1 0.9856 0.9856 0.9802 0.9826
PP 0.9795 0.9795 0.9795 0.9780
S1 0.9731 0.9731 0.9780 0.9701
S2 0.9670 0.9670 0.9768
S3 0.9545 0.9606 0.9757
S4 0.9420 0.9481 0.9722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9860 0.9735 0.0125 1.3% 0.0047 0.5% 67% False False 150
10 0.9860 0.9735 0.0125 1.3% 0.0036 0.4% 67% False False 114
20 0.9860 0.9687 0.0173 1.8% 0.0038 0.4% 76% False False 125
40 0.9950 0.9637 0.0313 3.2% 0.0038 0.4% 58% False False 130
60 1.0109 0.9637 0.0472 4.8% 0.0037 0.4% 39% False False 123
80 1.0113 0.9637 0.0476 4.8% 0.0032 0.3% 38% False False 95
100 1.0113 0.9637 0.0476 4.8% 0.0028 0.3% 38% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.9861
2.618 0.9847
1.618 0.9838
1.000 0.9832
0.618 0.9829
HIGH 0.9823
0.618 0.9820
0.500 0.9819
0.382 0.9817
LOW 0.9814
0.618 0.9808
1.000 0.9805
1.618 0.9799
2.618 0.9790
4.250 0.9776
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 0.9819 0.9811
PP 0.9819 0.9803
S1 0.9819 0.9795

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

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