CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 0.9526 0.9504 -0.0022 -0.2% 0.9809
High 0.9542 0.9543 0.0001 0.0% 0.9831
Low 0.9453 0.9461 0.0008 0.1% 0.9514
Close 0.9511 0.9489 -0.0022 -0.2% 0.9542
Range 0.0089 0.0082 -0.0007 -7.9% 0.0317
ATR 0.0080 0.0080 0.0000 0.2% 0.0000
Volume 115,120 90,879 -24,241 -21.1% 383,865
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9744 0.9698 0.9534
R3 0.9662 0.9616 0.9512
R2 0.9580 0.9580 0.9504
R1 0.9534 0.9534 0.9497 0.9516
PP 0.9498 0.9498 0.9498 0.9489
S1 0.9452 0.9452 0.9481 0.9434
S2 0.9416 0.9416 0.9474
S3 0.9334 0.9370 0.9466
S4 0.9252 0.9288 0.9444
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0580 1.0378 0.9716
R3 1.0263 1.0061 0.9629
R2 0.9946 0.9946 0.9600
R1 0.9744 0.9744 0.9571 0.9687
PP 0.9629 0.9629 0.9629 0.9600
S1 0.9427 0.9427 0.9513 0.9370
S2 0.9312 0.9312 0.9484
S3 0.8995 0.9110 0.9455
S4 0.8678 0.8793 0.9368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9808 0.9453 0.0355 3.7% 0.0103 1.1% 10% False False 98,768
10 0.9846 0.9453 0.0393 4.1% 0.0079 0.8% 9% False False 74,333
20 0.9846 0.9453 0.0393 4.1% 0.0083 0.9% 9% False False 41,849
40 0.9955 0.9453 0.0502 5.3% 0.0074 0.8% 7% False False 21,284
60 0.9955 0.9453 0.0502 5.3% 0.0065 0.7% 7% False False 14,238
80 0.9955 0.9453 0.0502 5.3% 0.0057 0.6% 7% False False 10,712
100 1.0000 0.9453 0.0547 5.8% 0.0053 0.6% 7% False False 8,590
120 1.0113 0.9453 0.0660 7.0% 0.0050 0.5% 5% False False 7,174
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9892
2.618 0.9758
1.618 0.9676
1.000 0.9625
0.618 0.9594
HIGH 0.9543
0.618 0.9512
0.500 0.9502
0.382 0.9492
LOW 0.9461
0.618 0.9410
1.000 0.9379
1.618 0.9328
2.618 0.9246
4.250 0.9113
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 0.9502 0.9541
PP 0.9498 0.9524
S1 0.9493 0.9506

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

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