CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 0.9968 1.0000 0.0032 0.3% 0.9880
High 0.9997 1.0000 0.0003 0.0% 0.9985
Low 0.9968 0.9957 -0.0011 -0.1% 0.9855
Close 0.9991 0.9971 -0.0020 -0.2% 0.9981
Range 0.0029 0.0043 0.0014 48.3% 0.0130
ATR 0.0037 0.0037 0.0000 1.3% 0.0000
Volume 55 94 39 70.9% 1,487
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0105 1.0081 0.9995
R3 1.0062 1.0038 0.9983
R2 1.0019 1.0019 0.9979
R1 0.9995 0.9995 0.9975 0.9986
PP 0.9976 0.9976 0.9976 0.9971
S1 0.9952 0.9952 0.9967 0.9943
S2 0.9933 0.9933 0.9963
S3 0.9890 0.9909 0.9959
S4 0.9847 0.9866 0.9947
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 1.0000 0.9957 0.0043 0.4% 0.0029 0.3% 33% True True 68
10 1.0000 0.9854 0.0146 1.5% 0.0038 0.4% 80% True False 203
20 1.0113 0.9854 0.0259 2.6% 0.0034 0.3% 45% False False 110
40 1.0113 0.9854 0.0259 2.6% 0.0024 0.2% 45% False False 60
60 1.0113 0.9854 0.0259 2.6% 0.0021 0.2% 45% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0183
2.618 1.0113
1.618 1.0070
1.000 1.0043
0.618 1.0027
HIGH 1.0000
0.618 0.9984
0.500 0.9979
0.382 0.9973
LOW 0.9957
0.618 0.9930
1.000 0.9914
1.618 0.9887
2.618 0.9844
4.250 0.9774
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 0.9979 0.9979
PP 0.9976 0.9976
S1 0.9974 0.9974

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

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