CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 1.0113 1.0085 -0.0028 -0.3% 1.0083
High 1.0113 1.0109 -0.0004 0.0% 1.0113
Low 1.0105 1.0082 -0.0023 -0.2% 1.0065
Close 1.0106 1.0107 0.0001 0.0% 1.0106
Range 0.0008 0.0027 0.0019 237.5% 0.0048
ATR 0.0030 0.0030 0.0000 -0.7% 0.0000
Volume 16 8 -8 -50.0% 48
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0180 1.0171 1.0122
R3 1.0153 1.0144 1.0114
R2 1.0126 1.0126 1.0112
R1 1.0117 1.0117 1.0109 1.0122
PP 1.0099 1.0099 1.0099 1.0102
S1 1.0090 1.0090 1.0105 1.0095
S2 1.0072 1.0072 1.0102
S3 1.0045 1.0063 1.0100
S4 1.0018 1.0036 1.0092
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0239 1.0220 1.0132
R3 1.0191 1.0172 1.0119
R2 1.0143 1.0143 1.0115
R1 1.0124 1.0124 1.0110 1.0134
PP 1.0095 1.0095 1.0095 1.0099
S1 1.0076 1.0076 1.0102 1.0086
S2 1.0047 1.0047 1.0097
S3 0.9999 1.0028 1.0093
S4 0.9951 0.9980 1.0080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0113 1.0065 0.0048 0.5% 0.0017 0.2% 88% False False 10
10 1.0113 0.9979 0.0134 1.3% 0.0026 0.3% 96% False False 9
20 1.0113 0.9976 0.0137 1.4% 0.0017 0.2% 96% False False 9
40 1.0113 0.9899 0.0214 2.1% 0.0015 0.2% 97% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0224
2.618 1.0180
1.618 1.0153
1.000 1.0136
0.618 1.0126
HIGH 1.0109
0.618 1.0099
0.500 1.0096
0.382 1.0092
LOW 1.0082
0.618 1.0065
1.000 1.0055
1.618 1.0038
2.618 1.0011
4.250 0.9967
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 1.0103 1.0104
PP 1.0099 1.0101
S1 1.0096 1.0098

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

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