CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 0.9849 0.9899 0.0050 0.5% 0.9719
High 0.9910 0.9915 0.0005 0.1% 0.9813
Low 0.9848 0.9870 0.0022 0.2% 0.9693
Close 0.9893 0.9904 0.0011 0.1% 0.9802
Range 0.0062 0.0045 -0.0017 -27.4% 0.0120
ATR 0.0048 0.0047 0.0000 -0.4% 0.0000
Volume 339 468 129 38.1% 629
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 1.0031 1.0013 0.9929
R3 0.9986 0.9968 0.9916
R2 0.9941 0.9941 0.9912
R1 0.9923 0.9923 0.9908 0.9932
PP 0.9896 0.9896 0.9896 0.9901
S1 0.9878 0.9878 0.9900 0.9887
S2 0.9851 0.9851 0.9896
S3 0.9806 0.9833 0.9892
S4 0.9761 0.9788 0.9879
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0129 1.0086 0.9868
R3 1.0009 0.9966 0.9835
R2 0.9889 0.9889 0.9824
R1 0.9846 0.9846 0.9813 0.9868
PP 0.9769 0.9769 0.9769 0.9780
S1 0.9726 0.9726 0.9791 0.9748
S2 0.9649 0.9649 0.9780
S3 0.9529 0.9606 0.9769
S4 0.9409 0.9486 0.9736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9915 0.9721 0.0194 2.0% 0.0055 0.6% 94% True False 251
10 0.9915 0.9693 0.0222 2.2% 0.0043 0.4% 95% True False 193
20 0.9915 0.9680 0.0235 2.4% 0.0049 0.5% 95% True False 182
40 0.9915 0.9640 0.0275 2.8% 0.0042 0.4% 96% True False 150
60 1.0000 0.9637 0.0363 3.7% 0.0040 0.4% 74% False False 138
80 1.0113 0.9637 0.0476 4.8% 0.0038 0.4% 56% False False 129
100 1.0113 0.9637 0.0476 4.8% 0.0033 0.3% 56% False False 105
120 1.0113 0.9637 0.0476 4.8% 0.0031 0.3% 56% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0106
2.618 1.0033
1.618 0.9988
1.000 0.9960
0.618 0.9943
HIGH 0.9915
0.618 0.9898
0.500 0.9893
0.382 0.9887
LOW 0.9870
0.618 0.9842
1.000 0.9825
1.618 0.9797
2.618 0.9752
4.250 0.9679
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 0.9900 0.9890
PP 0.9896 0.9875
S1 0.9893 0.9861

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

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