CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 0.9437 0.9453 0.0016 0.2% 0.9487
High 0.9465 0.9495 0.0030 0.3% 0.9532
Low 0.9431 0.9440 0.0009 0.1% 0.9409
Close 0.9456 0.9482 0.0026 0.3% 0.9435
Range 0.0034 0.0055 0.0021 61.8% 0.0123
ATR 0.0076 0.0074 -0.0001 -1.9% 0.0000
Volume 56,810 64,980 8,170 14.4% 283,673
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9637 0.9615 0.9512
R3 0.9582 0.9560 0.9497
R2 0.9527 0.9527 0.9492
R1 0.9505 0.9505 0.9487 0.9516
PP 0.9472 0.9472 0.9472 0.9478
S1 0.9450 0.9450 0.9477 0.9461
S2 0.9417 0.9417 0.9472
S3 0.9362 0.9395 0.9467
S4 0.9307 0.9340 0.9452
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% 0.0069 0.7% 59% False False 71,120
10 0.9574 0.9409 0.0165 1.7% 0.0070 0.7% 44% False False 74,118
20 0.9846 0.9409 0.0437 4.6% 0.0074 0.8% 17% False False 71,192
40 0.9883 0.9409 0.0474 5.0% 0.0078 0.8% 15% False False 37,472
60 0.9955 0.9409 0.0546 5.8% 0.0069 0.7% 13% False False 25,060
80 0.9955 0.9409 0.0546 5.8% 0.0061 0.6% 13% False False 18,822
100 0.9955 0.9409 0.0546 5.8% 0.0057 0.6% 13% False False 15,089
120 1.0094 0.9409 0.0685 7.2% 0.0053 0.6% 11% False False 12,593
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 True
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 0.9729
2.618 0.9639
1.618 0.9584
1.000 0.9550
0.618 0.9529
HIGH 0.9495
0.618 0.9474
0.500 0.9468
0.382 0.9461
LOW 0.9440
0.618 0.9406
1.000 0.9385
1.618 0.9351
2.618 0.9296
4.250 0.9206
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 0.9477 0.9478
PP 0.9472 0.9474
S1 0.9468 0.9471

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

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