CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1.0089 1.0075 -0.0014 -0.1% 1.0003
High 1.0089 1.0075 -0.0014 -0.1% 1.0102
Low 1.0065 1.0068 0.0003 0.0% 0.9979
Close 1.0072 1.0068 -0.0004 0.0% 1.0071
Range 0.0024 0.0007 -0.0017 -70.8% 0.0123
ATR 0.0033 0.0031 -0.0002 -5.6% 0.0000
Volume 4 11 7 175.0% 36
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0091 1.0087 1.0072
R3 1.0084 1.0080 1.0070
R2 1.0077 1.0077 1.0069
R1 1.0073 1.0073 1.0069 1.0072
PP 1.0070 1.0070 1.0070 1.0070
S1 1.0066 1.0066 1.0067 1.0065
S2 1.0063 1.0063 1.0067
S3 1.0056 1.0059 1.0066
S4 1.0049 1.0052 1.0064
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0420 1.0368 1.0139
R3 1.0297 1.0245 1.0105
R2 1.0174 1.0174 1.0094
R1 1.0122 1.0122 1.0082 1.0148
PP 1.0051 1.0051 1.0051 1.0064
S1 0.9999 0.9999 1.0060 1.0025
S2 0.9928 0.9928 1.0048
S3 0.9805 0.9876 1.0037
S4 0.9682 0.9753 1.0003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0089 1.0023 0.0066 0.7% 0.0026 0.3% 68% False False 7
10 1.0102 0.9976 0.0126 1.3% 0.0022 0.2% 73% False False 6
20 1.0104 0.9976 0.0128 1.3% 0.0014 0.1% 72% False False 10
40 1.0104 0.9899 0.0205 2.0% 0.0014 0.1% 82% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 1.0093
1.618 1.0086
1.000 1.0082
0.618 1.0079
HIGH 1.0075
0.618 1.0072
0.500 1.0072
0.382 1.0071
LOW 1.0068
0.618 1.0064
1.000 1.0061
1.618 1.0057
2.618 1.0050
4.250 1.0038
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1.0072 1.0077
PP 1.0070 1.0074
S1 1.0069 1.0071

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

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