CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 0.9925 0.9919 -0.0006 -0.1% 1.0012
High 0.9937 0.9985 0.0048 0.5% 1.0032
Low 0.9906 0.9919 0.0013 0.1% 0.9854
Close 0.9933 0.9976 0.0043 0.4% 0.9872
Range 0.0031 0.0066 0.0035 112.9% 0.0178
ATR 0.0038 0.0040 0.0002 5.2% 0.0000
Volume 2 115 113 5,650.0% 412
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0158 1.0133 1.0012
R3 1.0092 1.0067 0.9994
R2 1.0026 1.0026 0.9988
R1 1.0001 1.0001 0.9982 1.0014
PP 0.9960 0.9960 0.9960 0.9966
S1 0.9935 0.9935 0.9970 0.9948
S2 0.9894 0.9894 0.9964
S3 0.9828 0.9869 0.9958
S4 0.9762 0.9803 0.9940
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 0.9985 0.9854 0.0131 1.3% 0.0048 0.5% 93% True False 338
10 1.0094 0.9854 0.0240 2.4% 0.0045 0.4% 51% False False 181
20 1.0113 0.9854 0.0259 2.6% 0.0034 0.3% 47% False False 95
40 1.0113 0.9854 0.0259 2.6% 0.0023 0.2% 47% False False 53
60 1.0113 0.9854 0.0259 2.6% 0.0021 0.2% 47% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0266
2.618 1.0158
1.618 1.0092
1.000 1.0051
0.618 1.0026
HIGH 0.9985
0.618 0.9960
0.500 0.9952
0.382 0.9944
LOW 0.9919
0.618 0.9878
1.000 0.9853
1.618 0.9812
2.618 0.9746
4.250 0.9639
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 0.9968 0.9964
PP 0.9960 0.9951
S1 0.9952 0.9939

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

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