CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 0.9972 0.9968 -0.0004 0.0% 0.9880
High 0.9994 0.9997 0.0003 0.0% 0.9985
Low 0.9972 0.9968 -0.0004 0.0% 0.9855
Close 0.9994 0.9991 -0.0003 0.0% 0.9981
Range 0.0022 0.0029 0.0007 31.8% 0.0130
ATR 0.0037 0.0037 -0.0001 -1.6% 0.0000
Volume 26 55 29 111.5% 1,487
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0072 1.0061 1.0007
R3 1.0043 1.0032 0.9999
R2 1.0014 1.0014 0.9996
R1 1.0003 1.0003 0.9994 1.0009
PP 0.9985 0.9985 0.9985 0.9988
S1 0.9974 0.9974 0.9988 0.9980
S2 0.9956 0.9956 0.9986
S3 0.9927 0.9945 0.9983
S4 0.9898 0.9916 0.9975
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 0.9997 0.9919 0.0078 0.8% 0.0033 0.3% 92% True False 72
10 0.9997 0.9854 0.0143 1.4% 0.0037 0.4% 96% True False 202
20 1.0113 0.9854 0.0259 2.6% 0.0033 0.3% 53% False False 106
40 1.0113 0.9854 0.0259 2.6% 0.0023 0.2% 53% False False 58
60 1.0113 0.9854 0.0259 2.6% 0.0021 0.2% 53% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0120
2.618 1.0073
1.618 1.0044
1.000 1.0026
0.618 1.0015
HIGH 0.9997
0.618 0.9986
0.500 0.9983
0.382 0.9979
LOW 0.9968
0.618 0.9950
1.000 0.9939
1.618 0.9921
2.618 0.9892
4.250 0.9845
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 0.9988 0.9987
PP 0.9985 0.9983
S1 0.9983 0.9979

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

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