CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 1.0085 1.0063 -0.0022 -0.2% 1.0066
High 1.0085 1.0070 -0.0015 -0.1% 1.0097
Low 1.0082 1.0055 -0.0027 -0.3% 1.0066
Close 1.0082 1.0060 -0.0022 -0.2% 1.0071
Range 0.0003 0.0015 0.0012 400.0% 0.0031
ATR 0.0023 0.0024 0.0000 1.1% 0.0000
Volume 5 3 -2 -40.0% 75
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0107 1.0098 1.0068
R3 1.0092 1.0083 1.0064
R2 1.0077 1.0077 1.0063
R1 1.0068 1.0068 1.0061 1.0065
PP 1.0062 1.0062 1.0062 1.0060
S1 1.0053 1.0053 1.0059 1.0050
S2 1.0047 1.0047 1.0057
S3 1.0032 1.0038 1.0056
S4 1.0017 1.0023 1.0052
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 1.0104 1.0055 0.0049 0.5% 0.0007 0.1% 10% False True 13
10 1.0104 1.0008 0.0096 1.0% 0.0011 0.1% 54% False False 13
20 1.0104 0.9968 0.0136 1.4% 0.0012 0.1% 68% False False 15
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 0.0003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0134
2.618 1.0109
1.618 1.0094
1.000 1.0085
0.618 1.0079
HIGH 1.0070
0.618 1.0064
0.500 1.0063
0.382 1.0061
LOW 1.0055
0.618 1.0046
1.000 1.0040
1.618 1.0031
2.618 1.0016
4.250 0.9991
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 1.0063 1.0080
PP 1.0062 1.0073
S1 1.0061 1.0067

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

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