CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 0.9960 0.9982 0.0022 0.2% 0.9880
High 0.9981 0.9989 0.0008 0.1% 0.9985
Low 0.9960 0.9960 0.0000 0.0% 0.9855
Close 0.9981 0.9970 -0.0011 -0.1% 0.9981
Range 0.0021 0.0029 0.0008 38.1% 0.0130
ATR 0.0039 0.0038 -0.0001 -1.8% 0.0000
Volume 95 70 -25 -26.3% 1,487
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0060 1.0044 0.9986
R3 1.0031 1.0015 0.9978
R2 1.0002 1.0002 0.9975
R1 0.9986 0.9986 0.9973 0.9980
PP 0.9973 0.9973 0.9973 0.9970
S1 0.9957 0.9957 0.9967 0.9951
S2 0.9944 0.9944 0.9965
S3 0.9915 0.9928 0.9962
S4 0.9886 0.9899 0.9954
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 0.9989 0.9892 0.0097 1.0% 0.0036 0.4% 80% True False 137
10 1.0032 0.9854 0.0178 1.8% 0.0042 0.4% 65% False False 196
20 1.0113 0.9854 0.0259 2.6% 0.0032 0.3% 45% False False 102
40 1.0113 0.9854 0.0259 2.6% 0.0024 0.2% 45% False False 56
60 1.0113 0.9854 0.0259 2.6% 0.0021 0.2% 45% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0112
2.618 1.0065
1.618 1.0036
1.000 1.0018
0.618 1.0007
HIGH 0.9989
0.618 0.9978
0.500 0.9975
0.382 0.9971
LOW 0.9960
0.618 0.9942
1.000 0.9931
1.618 0.9913
2.618 0.9884
4.250 0.9837
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 0.9975 0.9965
PP 0.9973 0.9959
S1 0.9972 0.9954

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

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