CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 0.9920 0.9935 0.0015 0.2% 0.9961
High 0.9932 0.9935 0.0003 0.0% 1.0028
Low 0.9900 0.9935 0.0035 0.4% 0.9900
Close 0.9928 0.9935 0.0007 0.1% 0.9928
Range 0.0032 0.0000 -0.0032 -100.0% 0.0128
ATR
Volume 9 44 35 388.9% 101
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 0.9935 0.9935 0.9935
R3 0.9935 0.9935 0.9935
R2 0.9935 0.9935 0.9935
R1 0.9935 0.9935 0.9935 0.9935
PP 0.9935 0.9935 0.9935 0.9935
S1 0.9935 0.9935 0.9935 0.9935
S2 0.9935 0.9935 0.9935
S3 0.9935 0.9935 0.9935
S4 0.9935 0.9935 0.9935
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0336 1.0260 0.9998
R3 1.0208 1.0132 0.9963
R2 1.0080 1.0080 0.9951
R1 1.0004 1.0004 0.9940 0.9978
PP 0.9952 0.9952 0.9952 0.9939
S1 0.9876 0.9876 0.9916 0.9850
S2 0.9824 0.9824 0.9905
S3 0.9696 0.9748 0.9893
S4 0.9568 0.9620 0.9858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0028 0.9900 0.0128 1.3% 0.0024 0.2% 27% False False 23
10 1.0028 0.9900 0.0128 1.3% 0.0016 0.2% 27% False False 26
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9935
2.618 0.9935
1.618 0.9935
1.000 0.9935
0.618 0.9935
HIGH 0.9935
0.618 0.9935
0.500 0.9935
0.382 0.9935
LOW 0.9935
0.618 0.9935
1.000 0.9935
1.618 0.9935
2.618 0.9935
4.250 0.9935
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 0.9935 0.9931
PP 0.9935 0.9926
S1 0.9935 0.9922

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

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