CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 0.9969 0.9968 -0.0001 0.0% 0.9935
High 0.9969 0.9968 -0.0001 0.0% 0.9935
Low 0.9951 0.9968 0.0017 0.2% 0.9899
Close 0.9951 0.9968 0.0017 0.2% 0.9916
Range 0.0018 0.0000 -0.0018 -100.0% 0.0036
ATR 0.0029 0.0028 -0.0001 -2.9% 0.0000
Volume 75 24 -51 -68.0% 149
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 0.9968 0.9968 0.9968
R3 0.9968 0.9968 0.9968
R2 0.9968 0.9968 0.9968
R1 0.9968 0.9968 0.9968 0.9968
PP 0.9968 0.9968 0.9968 0.9968
S1 0.9968 0.9968 0.9968 0.9968
S2 0.9968 0.9968 0.9968
S3 0.9968 0.9968 0.9968
S4 0.9968 0.9968 0.9968
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 0.9975 0.9899 0.0076 0.8% 0.0014 0.1% 91% False False 32
10 0.9975 0.9899 0.0076 0.8% 0.0012 0.1% 91% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9968
2.618 0.9968
1.618 0.9968
1.000 0.9968
0.618 0.9968
HIGH 0.9968
0.618 0.9968
0.500 0.9968
0.382 0.9968
LOW 0.9968
0.618 0.9968
1.000 0.9968
1.618 0.9968
2.618 0.9968
4.250 0.9968
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 0.9968 0.9966
PP 0.9968 0.9965
S1 0.9968 0.9963

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

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