CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 0.9860 0.9867 0.0007 0.1% 0.9895
High 0.9883 0.9881 -0.0002 0.0% 0.9955
Low 0.9845 0.9792 -0.0053 -0.5% 0.9825
Close 0.9865 0.9796 -0.0069 -0.7% 0.9859
Range 0.0038 0.0089 0.0051 134.2% 0.0130
ATR 0.0049 0.0051 0.0003 5.9% 0.0000
Volume 495 1,161 666 134.5% 1,643
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1.0090 1.0032 0.9845
R3 1.0001 0.9943 0.9820
R2 0.9912 0.9912 0.9812
R1 0.9854 0.9854 0.9804 0.9839
PP 0.9823 0.9823 0.9823 0.9815
S1 0.9765 0.9765 0.9788 0.9750
S2 0.9734 0.9734 0.9780
S3 0.9645 0.9676 0.9772
S4 0.9556 0.9587 0.9747
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0270 1.0194 0.9931
R3 1.0140 1.0064 0.9895
R2 1.0010 1.0010 0.9883
R1 0.9934 0.9934 0.9871 0.9907
PP 0.9880 0.9880 0.9880 0.9866
S1 0.9804 0.9804 0.9847 0.9777
S2 0.9750 0.9750 0.9835
S3 0.9620 0.9674 0.9823
S4 0.9490 0.9544 0.9788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9955 0.9792 0.0163 1.7% 0.0064 0.7% 2% False True 625
10 0.9955 0.9792 0.0163 1.7% 0.0052 0.5% 2% False True 410
20 0.9955 0.9680 0.0275 2.8% 0.0049 0.5% 42% False False 287
40 0.9955 0.9680 0.0275 2.8% 0.0045 0.5% 42% False False 207
60 0.9955 0.9637 0.0318 3.2% 0.0044 0.4% 50% False False 195
80 1.0047 0.9637 0.0410 4.2% 0.0042 0.4% 39% False False 174
100 1.0113 0.9637 0.0476 4.9% 0.0037 0.4% 33% False False 141
120 1.0113 0.9637 0.0476 4.9% 0.0033 0.3% 33% False False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0259
2.618 1.0114
1.618 1.0025
1.000 0.9970
0.618 0.9936
HIGH 0.9881
0.618 0.9847
0.500 0.9837
0.382 0.9826
LOW 0.9792
0.618 0.9737
1.000 0.9703
1.618 0.9648
2.618 0.9559
4.250 0.9414
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 0.9837 0.9849
PP 0.9823 0.9831
S1 0.9810 0.9814

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

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