CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.0006 0.9994 -0.0012 -0.1% 0.9987
High 1.0012 1.0008 -0.0004 0.0% 1.0023
Low 1.0006 0.9994 -0.0012 -0.1% 0.9987
Close 1.0012 1.0004 -0.0008 -0.1% 1.0004
Range 0.0006 0.0014 0.0008 133.3% 0.0036
ATR 0.0027 0.0027 -0.0001 -2.4% 0.0000
Volume 11 3 -8 -72.7% 97
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0044 1.0038 1.0012
R3 1.0030 1.0024 1.0008
R2 1.0016 1.0016 1.0007
R1 1.0010 1.0010 1.0005 1.0013
PP 1.0002 1.0002 1.0002 1.0004
S1 0.9996 0.9996 1.0003 0.9999
S2 0.9988 0.9988 1.0001
S3 0.9974 0.9982 1.0000
S4 0.9960 0.9968 0.9996
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0113 1.0094 1.0024
R3 1.0077 1.0058 1.0014
R2 1.0041 1.0041 1.0011
R1 1.0022 1.0022 1.0007 1.0032
PP 1.0005 1.0005 1.0005 1.0009
S1 0.9986 0.9986 1.0001 0.9996
S2 0.9969 0.9969 0.9997
S3 0.9933 0.9950 0.9994
S4 0.9897 0.9914 0.9984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0023 0.9987 0.0036 0.4% 0.0013 0.1% 47% False False 19
10 1.0023 0.9899 0.0124 1.2% 0.0016 0.2% 85% False False 23
20 1.0028 0.9899 0.0129 1.3% 0.0016 0.2% 81% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0068
2.618 1.0045
1.618 1.0031
1.000 1.0022
0.618 1.0017
HIGH 1.0008
0.618 1.0003
0.500 1.0001
0.382 0.9999
LOW 0.9994
0.618 0.9985
1.000 0.9980
1.618 0.9971
2.618 0.9957
4.250 0.9935
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.0003 1.0004
PP 1.0002 1.0003
S1 1.0001 1.0003

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

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