CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 0.9924 0.9880 -0.0044 -0.4% 1.0012
High 0.9926 0.9889 -0.0037 -0.4% 1.0032
Low 0.9854 0.9855 0.0001 0.0% 0.9854
Close 0.9872 0.9886 0.0014 0.1% 0.9872
Range 0.0072 0.0034 -0.0038 -52.8% 0.0178
ATR 0.0039 0.0039 0.0000 -0.9% 0.0000
Volume 298 871 573 192.3% 412
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 0.9979 0.9966 0.9905
R3 0.9945 0.9932 0.9895
R2 0.9911 0.9911 0.9892
R1 0.9898 0.9898 0.9889 0.9905
PP 0.9877 0.9877 0.9877 0.9880
S1 0.9864 0.9864 0.9883 0.9871
S2 0.9843 0.9843 0.9880
S3 0.9809 0.9830 0.9877
S4 0.9775 0.9796 0.9867
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0453 1.0341 0.9970
R3 1.0275 1.0163 0.9921
R2 1.0097 1.0097 0.9905
R1 0.9985 0.9985 0.9888 0.9952
PP 0.9919 0.9919 0.9919 0.9903
S1 0.9807 0.9807 0.9856 0.9774
S2 0.9741 0.9741 0.9839
S3 0.9563 0.9629 0.9823
S4 0.9385 0.9451 0.9774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0032 0.9854 0.0178 1.8% 0.0048 0.5% 18% False False 256
10 1.0109 0.9854 0.0255 2.6% 0.0039 0.4% 13% False False 131
20 1.0113 0.9854 0.0259 2.6% 0.0031 0.3% 12% False False 70
40 1.0113 0.9854 0.0259 2.6% 0.0020 0.2% 12% False False 40
60 1.0113 0.9854 0.0259 2.6% 0.0019 0.2% 12% False False 36
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0034
2.618 0.9978
1.618 0.9944
1.000 0.9923
0.618 0.9910
HIGH 0.9889
0.618 0.9876
0.500 0.9872
0.382 0.9868
LOW 0.9855
0.618 0.9834
1.000 0.9821
1.618 0.9800
2.618 0.9766
4.250 0.9711
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 0.9881 0.9901
PP 0.9877 0.9896
S1 0.9872 0.9891

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

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