CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9615 0.9674 0.0059 0.6% 0.9694
High 0.9693 0.9675 -0.0018 -0.2% 0.9760
Low 0.9595 0.9632 0.0037 0.4% 0.9595
Close 0.9677 0.9650 -0.0027 -0.3% 0.9650
Range 0.0098 0.0043 -0.0055 -56.1% 0.0165
ATR 0.0069 0.0067 -0.0002 -2.5% 0.0000
Volume 1,731 1,768 37 2.1% 6,964
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 0.9781 0.9759 0.9674
R3 0.9738 0.9716 0.9662
R2 0.9695 0.9695 0.9658
R1 0.9673 0.9673 0.9654 0.9663
PP 0.9652 0.9652 0.9652 0.9647
S1 0.9630 0.9630 0.9646 0.9620
S2 0.9609 0.9609 0.9642
S3 0.9566 0.9587 0.9638
S4 0.9523 0.9544 0.9626
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0163 1.0072 0.9741
R3 0.9998 0.9907 0.9695
R2 0.9833 0.9833 0.9680
R1 0.9742 0.9742 0.9665 0.9705
PP 0.9668 0.9668 0.9668 0.9650
S1 0.9577 0.9577 0.9635 0.9540
S2 0.9503 0.9503 0.9620
S3 0.9338 0.9412 0.9605
S4 0.9173 0.9247 0.9559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9760 0.9595 0.0165 1.7% 0.0083 0.9% 33% False False 1,392
10 0.9883 0.9595 0.0288 3.0% 0.0078 0.8% 19% False False 1,044
20 0.9955 0.9595 0.0360 3.7% 0.0064 0.7% 15% False False 668
40 0.9955 0.9595 0.0360 3.7% 0.0054 0.6% 15% False False 405
60 0.9955 0.9595 0.0360 3.7% 0.0049 0.5% 15% False False 320
80 1.0000 0.9595 0.0405 4.2% 0.0045 0.5% 14% False False 262
100 1.0113 0.9595 0.0518 5.4% 0.0043 0.4% 11% False False 228
120 1.0113 0.9595 0.0518 5.4% 0.0038 0.4% 11% False False 192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9858
2.618 0.9788
1.618 0.9745
1.000 0.9718
0.618 0.9702
HIGH 0.9675
0.618 0.9659
0.500 0.9654
0.382 0.9648
LOW 0.9632
0.618 0.9605
1.000 0.9589
1.618 0.9562
2.618 0.9519
4.250 0.9449
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9654 0.9661
PP 0.9652 0.9657
S1 0.9651 0.9654

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

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