CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 1.0029 1.0007 -0.0022 -0.2% 1.0104
High 1.0030 1.0007 -0.0023 -0.2% 1.0104
Low 1.0029 0.9995 -0.0034 -0.3% 0.9994
Close 1.0030 0.9995 -0.0035 -0.3% 0.9994
Range 0.0001 0.0012 0.0011 1,100.0% 0.0110
ATR 0.0027 0.0027 0.0001 2.3% 0.0000
Volume 16 2 -14 -87.5% 54
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0035 1.0027 1.0002
R3 1.0023 1.0015 0.9998
R2 1.0011 1.0011 0.9997
R1 1.0003 1.0003 0.9996 1.0001
PP 0.9999 0.9999 0.9999 0.9998
S1 0.9991 0.9991 0.9994 0.9989
S2 0.9987 0.9987 0.9993
S3 0.9975 0.9979 0.9992
S4 0.9963 0.9967 0.9988
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0361 1.0287 1.0055
R3 1.0251 1.0177 1.0024
R2 1.0141 1.0141 1.0014
R1 1.0067 1.0067 1.0004 1.0049
PP 1.0031 1.0031 1.0031 1.0022
S1 0.9957 0.9957 0.9984 0.9939
S2 0.9921 0.9921 0.9974
S3 0.9811 0.9847 0.9964
S4 0.9701 0.9737 0.9934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0070 0.9994 0.0076 0.8% 0.0010 0.1% 1% False False 8
10 1.0104 0.9994 0.0110 1.1% 0.0007 0.1% 1% False False 12
20 1.0104 0.9986 0.0118 1.2% 0.0010 0.1% 8% False False 14
40 1.0104 0.9899 0.0205 2.1% 0.0013 0.1% 47% False False 19
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0058
2.618 1.0038
1.618 1.0026
1.000 1.0019
0.618 1.0014
HIGH 1.0007
0.618 1.0002
0.500 1.0001
0.382 1.0000
LOW 0.9995
0.618 0.9988
1.000 0.9983
1.618 0.9976
2.618 0.9964
4.250 0.9944
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 1.0001 1.0012
PP 0.9999 1.0006
S1 0.9997 1.0001

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

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