CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 0.9987 1.0012 0.0025 0.3% 0.9958
High 0.9996 1.0023 0.0027 0.3% 1.0016
Low 0.9987 0.9988 0.0001 0.0% 0.9951
Close 0.9996 0.9991 -0.0005 -0.1% 1.0016
Range 0.0009 0.0035 0.0026 288.9% 0.0065
ATR 0.0029 0.0030 0.0000 1.4% 0.0000
Volume 5 1 -4 -80.0% 129
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0106 1.0083 1.0010
R3 1.0071 1.0048 1.0001
R2 1.0036 1.0036 0.9997
R1 1.0013 1.0013 0.9994 1.0007
PP 1.0001 1.0001 1.0001 0.9998
S1 0.9978 0.9978 0.9988 0.9972
S2 0.9966 0.9966 0.9985
S3 0.9931 0.9943 0.9981
S4 0.9896 0.9908 0.9972
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0189 1.0168 1.0052
R3 1.0124 1.0103 1.0034
R2 1.0059 1.0059 1.0028
R1 1.0038 1.0038 1.0022 1.0049
PP 0.9994 0.9994 0.9994 1.0000
S1 0.9973 0.9973 1.0010 0.9984
S2 0.9929 0.9929 1.0004
S3 0.9864 0.9908 0.9998
S4 0.9799 0.9843 0.9980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0023 0.9951 0.0072 0.7% 0.0019 0.2% 56% True False 25
10 1.0023 0.9899 0.0124 1.2% 0.0016 0.2% 74% True False 24
20 1.0028 0.9899 0.0129 1.3% 0.0016 0.2% 71% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0172
2.618 1.0115
1.618 1.0080
1.000 1.0058
0.618 1.0045
HIGH 1.0023
0.618 1.0010
0.500 1.0006
0.382 1.0001
LOW 0.9988
0.618 0.9966
1.000 0.9953
1.618 0.9931
2.618 0.9896
4.250 0.9839
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.0006 1.0003
PP 1.0001 0.9999
S1 0.9996 0.9995

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

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