CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 0.9917 0.9902 -0.0015 -0.2% 0.9961
High 0.9919 0.9905 -0.0014 -0.1% 1.0028
Low 0.9915 0.9901 -0.0014 -0.1% 0.9900
Close 0.9919 0.9901 -0.0018 -0.2% 0.9928
Range 0.0004 0.0004 0.0000 0.0% 0.0128
ATR 0.0028 0.0028 -0.0001 -2.6% 0.0000
Volume 44 2 -42 -95.5% 101
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 0.9914 0.9912 0.9903
R3 0.9910 0.9908 0.9902
R2 0.9906 0.9906 0.9902
R1 0.9904 0.9904 0.9901 0.9903
PP 0.9902 0.9902 0.9902 0.9902
S1 0.9900 0.9900 0.9901 0.9899
S2 0.9898 0.9898 0.9900
S3 0.9894 0.9896 0.9900
S4 0.9890 0.9892 0.9899
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 0.9943 0.9900 0.0043 0.4% 0.0010 0.1% 2% False False 29
10 1.0028 0.9900 0.0128 1.3% 0.0015 0.1% 1% False False 26
Crabel Price Patterns
NR False
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 0.0003
Fibonacci Retracements and Extensions
4.250 0.9922
2.618 0.9915
1.618 0.9911
1.000 0.9909
0.618 0.9907
HIGH 0.9905
0.618 0.9903
0.500 0.9903
0.382 0.9903
LOW 0.9901
0.618 0.9899
1.000 0.9897
1.618 0.9895
2.618 0.9891
4.250 0.9884
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 0.9903 0.9918
PP 0.9902 0.9912
S1 0.9902 0.9907

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

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