CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 0.9919 0.9960 0.0041 0.4% 0.9880
High 0.9985 0.9981 -0.0004 0.0% 0.9985
Low 0.9919 0.9960 0.0041 0.4% 0.9855
Close 0.9976 0.9981 0.0005 0.1% 0.9981
Range 0.0066 0.0021 -0.0045 -68.2% 0.0130
ATR 0.0040 0.0039 -0.0001 -3.4% 0.0000
Volume 115 95 -20 -17.4% 1,487
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0037 1.0030 0.9993
R3 1.0016 1.0009 0.9987
R2 0.9995 0.9995 0.9985
R1 0.9988 0.9988 0.9983 0.9992
PP 0.9974 0.9974 0.9974 0.9976
S1 0.9967 0.9967 0.9979 0.9971
S2 0.9953 0.9953 0.9977
S3 0.9932 0.9946 0.9975
S4 0.9911 0.9925 0.9969
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0330 1.0286 1.0053
R3 1.0200 1.0156 1.0017
R2 1.0070 1.0070 1.0005
R1 1.0026 1.0026 0.9993 1.0048
PP 0.9940 0.9940 0.9940 0.9952
S1 0.9896 0.9896 0.9969 0.9918
S2 0.9810 0.9810 0.9957
S3 0.9680 0.9766 0.9945
S4 0.9550 0.9636 0.9910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9985 0.9855 0.0130 1.3% 0.0037 0.4% 97% False False 297
10 1.0047 0.9854 0.0193 1.9% 0.0043 0.4% 66% False False 190
20 1.0113 0.9854 0.0259 2.6% 0.0033 0.3% 49% False False 99
40 1.0113 0.9854 0.0259 2.6% 0.0023 0.2% 49% False False 54
60 1.0113 0.9854 0.0259 2.6% 0.0021 0.2% 49% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0070
2.618 1.0036
1.618 1.0015
1.000 1.0002
0.618 0.9994
HIGH 0.9981
0.618 0.9973
0.500 0.9971
0.382 0.9968
LOW 0.9960
0.618 0.9947
1.000 0.9939
1.618 0.9926
2.618 0.9905
4.250 0.9871
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 0.9978 0.9969
PP 0.9974 0.9957
S1 0.9971 0.9946

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

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