CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 0.9920 0.9923 0.0003 0.0% 0.9935
High 0.9920 0.9928 0.0008 0.1% 0.9935
Low 0.9914 0.9899 -0.0015 -0.2% 0.9899
Close 0.9915 0.9916 0.0001 0.0% 0.9916
Range 0.0006 0.0029 0.0023 383.3% 0.0036
ATR 0.0027 0.0027 0.0000 0.5% 0.0000
Volume 54 5 -49 -90.7% 149
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0001 0.9988 0.9932
R3 0.9972 0.9959 0.9924
R2 0.9943 0.9943 0.9921
R1 0.9930 0.9930 0.9919 0.9922
PP 0.9914 0.9914 0.9914 0.9911
S1 0.9901 0.9901 0.9913 0.9893
S2 0.9885 0.9885 0.9911
S3 0.9856 0.9872 0.9908
S4 0.9827 0.9843 0.9900
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0025 1.0006 0.9936
R3 0.9989 0.9970 0.9926
R2 0.9953 0.9953 0.9923
R1 0.9934 0.9934 0.9919 0.9926
PP 0.9917 0.9917 0.9917 0.9912
S1 0.9898 0.9898 0.9913 0.9890
S2 0.9881 0.9881 0.9909
S3 0.9845 0.9862 0.9906
S4 0.9809 0.9826 0.9896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9935 0.9899 0.0036 0.4% 0.0009 0.1% 47% False True 29
10 1.0028 0.9899 0.0129 1.3% 0.0017 0.2% 13% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 1.0004
1.618 0.9975
1.000 0.9957
0.618 0.9946
HIGH 0.9928
0.618 0.9917
0.500 0.9914
0.382 0.9910
LOW 0.9899
0.618 0.9881
1.000 0.9870
1.618 0.9852
2.618 0.9823
4.250 0.9776
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 0.9915 0.9915
PP 0.9914 0.9914
S1 0.9914 0.9914

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

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