CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 0.9935 0.9917 -0.0018 -0.2% 0.9961
High 0.9935 0.9919 -0.0016 -0.2% 1.0028
Low 0.9935 0.9915 -0.0020 -0.2% 0.9900
Close 0.9935 0.9919 -0.0016 -0.2% 0.9928
Range 0.0000 0.0004 0.0004 0.0128
ATR 0.0000 0.0028 0.0028 0.0000
Volume 44 44 0 0.0% 101
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 0.9930 0.9928 0.9921
R3 0.9926 0.9924 0.9920
R2 0.9922 0.9922 0.9920
R1 0.9920 0.9920 0.9919 0.9921
PP 0.9918 0.9918 0.9918 0.9918
S1 0.9916 0.9916 0.9919 0.9917
S2 0.9914 0.9914 0.9918
S3 0.9910 0.9912 0.9918
S4 0.9906 0.9908 0.9917
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% 0.0025 0.3% 15% False False 30
10 1.0028 0.9900 0.0128 1.3% 0.0014 0.1% 15% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9936
2.618 0.9929
1.618 0.9925
1.000 0.9923
0.618 0.9921
HIGH 0.9919
0.618 0.9917
0.500 0.9917
0.382 0.9917
LOW 0.9915
0.618 0.9913
1.000 0.9911
1.618 0.9909
2.618 0.9905
4.250 0.9898
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 0.9918 0.9919
PP 0.9918 0.9918
S1 0.9917 0.9918

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

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