CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.0010 1.0006 -0.0004 0.0% 0.9958
High 1.0010 1.0012 0.0002 0.0% 1.0016
Low 1.0008 1.0006 -0.0002 0.0% 0.9951
Close 1.0008 1.0012 0.0004 0.0% 1.0016
Range 0.0002 0.0006 0.0004 200.0% 0.0065
ATR 0.0029 0.0027 -0.0002 -5.7% 0.0000
Volume 77 11 -66 -85.7% 129
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0028 1.0026 1.0015
R3 1.0022 1.0020 1.0014
R2 1.0016 1.0016 1.0013
R1 1.0014 1.0014 1.0013 1.0015
PP 1.0010 1.0010 1.0010 1.0011
S1 1.0008 1.0008 1.0011 1.0009
S2 1.0004 1.0004 1.0011
S3 0.9998 1.0002 1.0010
S4 0.9992 0.9996 1.0009
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 0.9982 0.0041 0.4% 0.0017 0.2% 73% False False 23
10 1.0023 0.9899 0.0124 1.2% 0.0016 0.2% 91% False False 28
20 1.0028 0.9899 0.0129 1.3% 0.0015 0.2% 88% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0038
2.618 1.0028
1.618 1.0022
1.000 1.0018
0.618 1.0016
HIGH 1.0012
0.618 1.0010
0.500 1.0009
0.382 1.0008
LOW 1.0006
0.618 1.0002
1.000 1.0000
1.618 0.9996
2.618 0.9990
4.250 0.9981
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.0011 1.0010
PP 1.0010 1.0008
S1 1.0009 1.0006

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

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