CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 0.9496 0.9437 -0.0059 -0.6% 0.9487
High 0.9532 0.9465 -0.0067 -0.7% 0.9532
Low 0.9409 0.9431 0.0022 0.2% 0.9409
Close 0.9435 0.9456 0.0021 0.2% 0.9435
Range 0.0123 0.0034 -0.0089 -72.4% 0.0123
ATR 0.0079 0.0076 -0.0003 -4.1% 0.0000
Volume 109,328 56,810 -52,518 -48.0% 283,673
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9553 0.9538 0.9475
R3 0.9519 0.9504 0.9465
R2 0.9485 0.9485 0.9462
R1 0.9470 0.9470 0.9459 0.9478
PP 0.9451 0.9451 0.9451 0.9454
S1 0.9436 0.9436 0.9453 0.9444
S2 0.9417 0.9417 0.9450
S3 0.9383 0.9402 0.9447
S4 0.9349 0.9368 0.9437
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9828 0.9754 0.9503
R3 0.9705 0.9631 0.9469
R2 0.9582 0.9582 0.9458
R1 0.9508 0.9508 0.9446 0.9484
PP 0.9459 0.9459 0.9459 0.9446
S1 0.9385 0.9385 0.9424 0.9361
S2 0.9336 0.9336 0.9412
S3 0.9213 0.9262 0.9401
S4 0.9090 0.9139 0.9367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9532 0.9409 0.0123 1.3% 0.0066 0.7% 38% False False 68,096
10 0.9574 0.9409 0.0165 1.7% 0.0073 0.8% 28% False False 79,132
20 0.9846 0.9409 0.0437 4.6% 0.0074 0.8% 11% False False 69,099
40 0.9906 0.9409 0.0497 5.3% 0.0079 0.8% 9% False False 35,867
60 0.9955 0.9409 0.0546 5.8% 0.0068 0.7% 9% False False 23,979
80 0.9955 0.9409 0.0546 5.8% 0.0061 0.6% 9% False False 18,010
100 0.9955 0.9409 0.0546 5.8% 0.0056 0.6% 9% False False 14,440
120 1.0105 0.9409 0.0696 7.4% 0.0053 0.6% 7% False False 12,051
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 0.0019
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.9610
2.618 0.9554
1.618 0.9520
1.000 0.9499
0.618 0.9486
HIGH 0.9465
0.618 0.9452
0.500 0.9448
0.382 0.9444
LOW 0.9431
0.618 0.9410
1.000 0.9397
1.618 0.9376
2.618 0.9342
4.250 0.9287
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 0.9453 0.9471
PP 0.9451 0.9466
S1 0.9448 0.9461

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

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