CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 1.0060 1.0047 -0.0013 -0.1% 1.0085
High 1.0094 1.0047 -0.0047 -0.5% 1.0109
Low 1.0060 1.0009 -0.0051 -0.5% 1.0009
Close 1.0094 1.0019 -0.0075 -0.7% 1.0019
Range 0.0034 0.0038 0.0004 11.8% 0.0100
ATR 0.0030 0.0034 0.0004 13.2% 0.0000
Volume 8 2 -6 -75.0% 35
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0139 1.0117 1.0040
R3 1.0101 1.0079 1.0029
R2 1.0063 1.0063 1.0026
R1 1.0041 1.0041 1.0022 1.0033
PP 1.0025 1.0025 1.0025 1.0021
S1 1.0003 1.0003 1.0016 0.9995
S2 0.9987 0.9987 1.0012
S3 0.9949 0.9965 1.0009
S4 0.9911 0.9927 0.9998
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0346 1.0282 1.0074
R3 1.0246 1.0182 1.0047
R2 1.0146 1.0146 1.0037
R1 1.0082 1.0082 1.0028 1.0064
PP 1.0046 1.0046 1.0046 1.0037
S1 0.9982 0.9982 1.0010 0.9964
S2 0.9946 0.9946 1.0001
S3 0.9846 0.9882 0.9992
S4 0.9746 0.9782 0.9964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0109 1.0009 0.0100 1.0% 0.0029 0.3% 10% False True 7
10 1.0113 1.0009 0.0104 1.0% 0.0021 0.2% 10% False True 8
20 1.0113 0.9976 0.0137 1.4% 0.0021 0.2% 31% False False 8
40 1.0113 0.9968 0.0145 1.4% 0.0016 0.2% 35% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0209
2.618 1.0146
1.618 1.0108
1.000 1.0085
0.618 1.0070
HIGH 1.0047
0.618 1.0032
0.500 1.0028
0.382 1.0024
LOW 1.0009
0.618 0.9986
1.000 0.9971
1.618 0.9948
2.618 0.9910
4.250 0.9848
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 1.0028 1.0052
PP 1.0025 1.0041
S1 1.0022 1.0030

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

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