CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 1.0082 1.0060 -0.0022 -0.2% 1.0083
High 1.0092 1.0094 0.0002 0.0% 1.0113
Low 1.0068 1.0060 -0.0008 -0.1% 1.0065
Close 1.0084 1.0094 0.0010 0.1% 1.0106
Range 0.0024 0.0034 0.0010 41.7% 0.0048
ATR 0.0030 0.0030 0.0000 1.1% 0.0000
Volume 10 8 -2 -20.0% 48
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0185 1.0173 1.0113
R3 1.0151 1.0139 1.0103
R2 1.0117 1.0117 1.0100
R1 1.0105 1.0105 1.0097 1.0111
PP 1.0083 1.0083 1.0083 1.0086
S1 1.0071 1.0071 1.0091 1.0077
S2 1.0049 1.0049 1.0088
S3 1.0015 1.0037 1.0085
S4 0.9981 1.0003 1.0075
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 1.0060 0.0053 0.5% 0.0023 0.2% 64% False True 9
10 1.0113 1.0023 0.0090 0.9% 0.0024 0.2% 79% False False 9
20 1.0113 0.9976 0.0137 1.4% 0.0020 0.2% 86% False False 8
40 1.0113 0.9951 0.0162 1.6% 0.0016 0.2% 88% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0183
1.618 1.0149
1.000 1.0128
0.618 1.0115
HIGH 1.0094
0.618 1.0081
0.500 1.0077
0.382 1.0073
LOW 1.0060
0.618 1.0039
1.000 1.0026
1.618 1.0005
2.618 0.9971
4.250 0.9916
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 1.0088 1.0090
PP 1.0083 1.0086
S1 1.0077 1.0083

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

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