CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 0.9920 0.9941 0.0021 0.2% 0.9806
High 0.9952 0.9955 0.0003 0.0% 0.9915
Low 0.9914 0.9880 -0.0034 -0.3% 0.9806
Close 0.9942 0.9885 -0.0057 -0.6% 0.9890
Range 0.0038 0.0075 0.0037 97.4% 0.0109
ATR 0.0045 0.0047 0.0002 4.8% 0.0000
Volume 213 479 266 124.9% 1,287
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 1.0132 1.0083 0.9926
R3 1.0057 1.0008 0.9906
R2 0.9982 0.9982 0.9899
R1 0.9933 0.9933 0.9892 0.9920
PP 0.9907 0.9907 0.9907 0.9900
S1 0.9858 0.9858 0.9878 0.9845
S2 0.9832 0.9832 0.9871
S3 0.9757 0.9783 0.9864
S4 0.9682 0.9708 0.9844
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0197 1.0153 0.9950
R3 1.0088 1.0044 0.9920
R2 0.9979 0.9979 0.9910
R1 0.9935 0.9935 0.9900 0.9957
PP 0.9870 0.9870 0.9870 0.9882
S1 0.9826 0.9826 0.9880 0.9848
S2 0.9761 0.9761 0.9870
S3 0.9652 0.9717 0.9860
S4 0.9543 0.9608 0.9830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9955 0.9840 0.0115 1.2% 0.0045 0.5% 39% True False 213
10 0.9955 0.9764 0.0191 1.9% 0.0048 0.5% 63% True False 238
20 0.9955 0.9680 0.0275 2.8% 0.0047 0.5% 75% True False 203
40 0.9955 0.9680 0.0275 2.8% 0.0043 0.4% 75% True False 154
60 0.9955 0.9637 0.0318 3.2% 0.0041 0.4% 78% True False 155
80 1.0105 0.9637 0.0468 4.7% 0.0040 0.4% 53% False False 144
100 1.0113 0.9637 0.0476 4.8% 0.0035 0.4% 52% False False 117
120 1.0113 0.9637 0.0476 4.8% 0.0032 0.3% 52% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0274
2.618 1.0151
1.618 1.0076
1.000 1.0030
0.618 1.0001
HIGH 0.9955
0.618 0.9926
0.500 0.9918
0.382 0.9909
LOW 0.9880
0.618 0.9834
1.000 0.9805
1.618 0.9759
2.618 0.9684
4.250 0.9561
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 0.9918 0.9918
PP 0.9907 0.9907
S1 0.9896 0.9896

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

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