CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 1.0000 0.9932 -0.0068 -0.7% 0.9982
High 1.0000 0.9943 -0.0057 -0.6% 1.0000
Low 0.9957 0.9922 -0.0035 -0.4% 0.9922
Close 0.9971 0.9924 -0.0047 -0.5% 0.9924
Range 0.0043 0.0021 -0.0022 -51.2% 0.0078
ATR 0.0037 0.0038 0.0001 2.3% 0.0000
Volume 94 4 -90 -95.7% 249
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9993 0.9979 0.9936
R3 0.9972 0.9958 0.9930
R2 0.9951 0.9951 0.9928
R1 0.9937 0.9937 0.9926 0.9934
PP 0.9930 0.9930 0.9930 0.9928
S1 0.9916 0.9916 0.9922 0.9913
S2 0.9909 0.9909 0.9920
S3 0.9888 0.9895 0.9918
S4 0.9867 0.9874 0.9912
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0183 1.0131 0.9967
R3 1.0105 1.0053 0.9945
R2 1.0027 1.0027 0.9938
R1 0.9975 0.9975 0.9931 0.9962
PP 0.9949 0.9949 0.9949 0.9942
S1 0.9897 0.9897 0.9917 0.9884
S2 0.9871 0.9871 0.9910
S3 0.9793 0.9819 0.9903
S4 0.9715 0.9741 0.9881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0000 0.9922 0.0078 0.8% 0.0029 0.3% 3% False True 49
10 1.0000 0.9855 0.0145 1.5% 0.0033 0.3% 48% False False 173
20 1.0113 0.9854 0.0259 2.6% 0.0035 0.3% 27% False False 109
40 1.0113 0.9854 0.0259 2.6% 0.0025 0.2% 27% False False 59
60 1.0113 0.9854 0.0259 2.6% 0.0021 0.2% 27% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0032
2.618 0.9998
1.618 0.9977
1.000 0.9964
0.618 0.9956
HIGH 0.9943
0.618 0.9935
0.500 0.9933
0.382 0.9930
LOW 0.9922
0.618 0.9909
1.000 0.9901
1.618 0.9888
2.618 0.9867
4.250 0.9833
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 0.9933 0.9961
PP 0.9930 0.9949
S1 0.9927 0.9936

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

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