CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 0.9808 0.9816 0.0008 0.1% 0.9737
High 0.9835 0.9837 0.0002 0.0% 0.9820
Low 0.9807 0.9816 0.0009 0.1% 0.9735
Close 0.9818 0.9821 0.0003 0.0% 0.9801
Range 0.0028 0.0021 -0.0007 -25.0% 0.0085
ATR 0.0039 0.0038 -0.0001 -3.3% 0.0000
Volume 18 61 43 238.9% 474
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9888 0.9875 0.9833
R3 0.9867 0.9854 0.9827
R2 0.9846 0.9846 0.9825
R1 0.9833 0.9833 0.9823 0.9840
PP 0.9825 0.9825 0.9825 0.9828
S1 0.9812 0.9812 0.9819 0.9819
S2 0.9804 0.9804 0.9817
S3 0.9783 0.9791 0.9815
S4 0.9762 0.9770 0.9809
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0040 1.0006 0.9848
R3 0.9955 0.9921 0.9824
R2 0.9870 0.9870 0.9817
R1 0.9836 0.9836 0.9809 0.9853
PP 0.9785 0.9785 0.9785 0.9794
S1 0.9751 0.9751 0.9793 0.9768
S2 0.9700 0.9700 0.9785
S3 0.9615 0.9666 0.9778
S4 0.9530 0.9581 0.9754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9837 0.9772 0.0065 0.7% 0.0026 0.3% 75% True False 78
10 0.9837 0.9708 0.0129 1.3% 0.0032 0.3% 88% True False 97
20 0.9837 0.9640 0.0197 2.0% 0.0035 0.4% 92% True False 119
40 1.0000 0.9637 0.0363 3.7% 0.0036 0.4% 51% False False 116
60 1.0113 0.9637 0.0476 4.8% 0.0034 0.3% 39% False False 112
80 1.0113 0.9637 0.0476 4.8% 0.0030 0.3% 39% False False 86
100 1.0113 0.9637 0.0476 4.8% 0.0027 0.3% 39% False False 74
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9926
2.618 0.9892
1.618 0.9871
1.000 0.9858
0.618 0.9850
HIGH 0.9837
0.618 0.9829
0.500 0.9827
0.382 0.9824
LOW 0.9816
0.618 0.9803
1.000 0.9795
1.618 0.9782
2.618 0.9761
4.250 0.9727
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 0.9827 0.9818
PP 0.9825 0.9815
S1 0.9823 0.9812

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

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