CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.0085 1.0079 -0.0006 -0.1% 1.0066
High 1.0085 1.0079 -0.0006 -0.1% 1.0097
Low 1.0085 1.0071 -0.0014 -0.1% 1.0066
Close 1.0085 1.0071 -0.0014 -0.1% 1.0071
Range 0.0000 0.0008 0.0008 0.0031
ATR 0.0025 0.0024 -0.0001 -3.1% 0.0000
Volume 8 25 17 212.5% 75
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0098 1.0092 1.0075
R3 1.0090 1.0084 1.0073
R2 1.0082 1.0082 1.0072
R1 1.0076 1.0076 1.0072 1.0075
PP 1.0074 1.0074 1.0074 1.0073
S1 1.0068 1.0068 1.0070 1.0067
S2 1.0066 1.0066 1.0070
S3 1.0058 1.0060 1.0069
S4 1.0050 1.0052 1.0067
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0171 1.0152 1.0088
R3 1.0140 1.0121 1.0080
R2 1.0109 1.0109 1.0077
R1 1.0090 1.0090 1.0074 1.0100
PP 1.0078 1.0078 1.0078 1.0083
S1 1.0059 1.0059 1.0068 1.0069
S2 1.0047 1.0047 1.0065
S3 1.0016 1.0028 1.0062
S4 0.9985 0.9997 1.0054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 1.0066 0.0031 0.3% 0.0002 0.0% 16% False False 15
10 1.0097 0.9986 0.0111 1.1% 0.0011 0.1% 77% False False 13
20 1.0097 0.9899 0.0198 2.0% 0.0014 0.1% 87% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0113
2.618 1.0100
1.618 1.0092
1.000 1.0087
0.618 1.0084
HIGH 1.0079
0.618 1.0076
0.500 1.0075
0.382 1.0074
LOW 1.0071
0.618 1.0066
1.000 1.0063
1.618 1.0058
2.618 1.0050
4.250 1.0037
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.0075 1.0084
PP 1.0074 1.0080
S1 1.0072 1.0075

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

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