CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 0.9487 0.9509 0.0022 0.2% 0.9526
High 0.9518 0.9511 -0.0007 -0.1% 0.9574
Low 0.9475 0.9436 -0.0039 -0.4% 0.9453
Close 0.9504 0.9470 -0.0034 -0.4% 0.9504
Range 0.0043 0.0075 0.0032 74.4% 0.0121
ATR 0.0077 0.0077 0.0000 -0.2% 0.0000
Volume 49,860 68,227 18,367 36.8% 450,845
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9697 0.9659 0.9511
R3 0.9622 0.9584 0.9491
R2 0.9547 0.9547 0.9484
R1 0.9509 0.9509 0.9477 0.9491
PP 0.9472 0.9472 0.9472 0.9463
S1 0.9434 0.9434 0.9463 0.9416
S2 0.9397 0.9397 0.9456
S3 0.9322 0.9359 0.9449
S4 0.9247 0.9284 0.9429
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9873 0.9810 0.9571
R3 0.9752 0.9689 0.9537
R2 0.9631 0.9631 0.9526
R1 0.9568 0.9568 0.9515 0.9539
PP 0.9510 0.9510 0.9510 0.9496
S1 0.9447 0.9447 0.9493 0.9418
S2 0.9389 0.9389 0.9482
S3 0.9268 0.9326 0.9471
S4 0.9147 0.9205 0.9437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9574 0.9436 0.0138 1.5% 0.0070 0.7% 25% False True 72,586
10 0.9808 0.9436 0.0372 3.9% 0.0086 0.9% 9% False True 85,677
20 0.9846 0.9436 0.0410 4.3% 0.0079 0.8% 8% False True 59,355
40 0.9955 0.9436 0.0519 5.5% 0.0077 0.8% 7% False True 30,326
60 0.9955 0.9436 0.0519 5.5% 0.0067 0.7% 7% False True 20,277
80 0.9955 0.9436 0.0519 5.5% 0.0059 0.6% 7% False True 15,239
100 0.9955 0.9436 0.0519 5.5% 0.0055 0.6% 7% False True 12,216
120 1.0113 0.9436 0.0677 7.1% 0.0052 0.5% 5% False True 10,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9830
2.618 0.9707
1.618 0.9632
1.000 0.9586
0.618 0.9557
HIGH 0.9511
0.618 0.9482
0.500 0.9474
0.382 0.9465
LOW 0.9436
0.618 0.9390
1.000 0.9361
1.618 0.9315
2.618 0.9240
4.250 0.9117
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 0.9474 0.9492
PP 0.9472 0.9484
S1 0.9471 0.9477

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

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