CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1.0003 1.0089 0.0086 0.9% 1.0029
High 1.0035 1.0102 0.0067 0.7% 1.0030
Low 0.9979 1.0081 0.0102 1.0% 0.9976
Close 0.9993 1.0081 0.0088 0.9% 0.9976
Range 0.0056 0.0021 -0.0035 -62.5% 0.0054
ATR 0.0027 0.0033 0.0006 21.4% 0.0000
Volume 2 15 13 650.0% 25
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0151 1.0137 1.0093
R3 1.0130 1.0116 1.0087
R2 1.0109 1.0109 1.0085
R1 1.0095 1.0095 1.0083 1.0092
PP 1.0088 1.0088 1.0088 1.0086
S1 1.0074 1.0074 1.0079 1.0071
S2 1.0067 1.0067 1.0077
S3 1.0046 1.0053 1.0075
S4 1.0025 1.0032 1.0069
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0120 1.0006
R3 1.0102 1.0066 0.9991
R2 1.0048 1.0048 0.9986
R1 1.0012 1.0012 0.9981 1.0003
PP 0.9994 0.9994 0.9994 0.9990
S1 0.9958 0.9958 0.9971 0.9949
S2 0.9940 0.9940 0.9966
S3 0.9886 0.9904 0.9961
S4 0.9832 0.9850 0.9946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0102 0.9976 0.0126 1.2% 0.0019 0.2% 83% True False 5
10 1.0102 0.9976 0.0126 1.2% 0.0013 0.1% 83% True False 7
20 1.0104 0.9976 0.0128 1.3% 0.0012 0.1% 82% False False 11
40 1.0104 0.9899 0.0205 2.0% 0.0014 0.1% 89% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0191
2.618 1.0157
1.618 1.0136
1.000 1.0123
0.618 1.0115
HIGH 1.0102
0.618 1.0094
0.500 1.0092
0.382 1.0089
LOW 1.0081
0.618 1.0068
1.000 1.0060
1.618 1.0047
2.618 1.0026
4.250 0.9992
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1.0092 1.0067
PP 1.0088 1.0053
S1 1.0085 1.0039

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

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