CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 1.0075 1.0087 0.0012 0.1% 1.0003
High 1.0075 1.0103 0.0028 0.3% 1.0102
Low 1.0068 1.0085 0.0017 0.2% 0.9979
Close 1.0068 1.0103 0.0035 0.3% 1.0071
Range 0.0007 0.0018 0.0011 157.1% 0.0123
ATR 0.0031 0.0031 0.0000 0.9% 0.0000
Volume 11 12 1 9.1% 36
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0151 1.0145 1.0113
R3 1.0133 1.0127 1.0108
R2 1.0115 1.0115 1.0106
R1 1.0109 1.0109 1.0105 1.0112
PP 1.0097 1.0097 1.0097 1.0099
S1 1.0091 1.0091 1.0101 1.0094
S2 1.0079 1.0079 1.0100
S3 1.0061 1.0073 1.0098
S4 1.0043 1.0055 1.0093
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 1.0103 1.0023 0.0080 0.8% 0.0024 0.2% 100% True False 8
10 1.0103 0.9976 0.0127 1.3% 0.0023 0.2% 100% True False 7
20 1.0104 0.9976 0.0128 1.3% 0.0015 0.1% 99% False False 9
40 1.0104 0.9899 0.0205 2.0% 0.0015 0.1% 100% False False 15
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0180
2.618 1.0150
1.618 1.0132
1.000 1.0121
0.618 1.0114
HIGH 1.0103
0.618 1.0096
0.500 1.0094
0.382 1.0092
LOW 1.0085
0.618 1.0074
1.000 1.0067
1.618 1.0056
2.618 1.0038
4.250 1.0009
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 1.0100 1.0097
PP 1.0097 1.0090
S1 1.0094 1.0084

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

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