CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 0.9453 0.9482 0.0029 0.3% 0.9487
High 0.9495 0.9556 0.0061 0.6% 0.9532
Low 0.9440 0.9471 0.0031 0.3% 0.9409
Close 0.9482 0.9502 0.0020 0.2% 0.9435
Range 0.0055 0.0085 0.0030 54.5% 0.0123
ATR 0.0074 0.0075 0.0001 1.0% 0.0000
Volume 64,980 66,767 1,787 2.8% 283,673
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9765 0.9718 0.9549
R3 0.9680 0.9633 0.9525
R2 0.9595 0.9595 0.9518
R1 0.9548 0.9548 0.9510 0.9572
PP 0.9510 0.9510 0.9510 0.9521
S1 0.9463 0.9463 0.9494 0.9487
S2 0.9425 0.9425 0.9486
S3 0.9340 0.9378 0.9479
S4 0.9255 0.9293 0.9455
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 0.9556 0.9409 0.0147 1.5% 0.0071 0.7% 63% True False 70,828
10 0.9574 0.9409 0.0165 1.7% 0.0070 0.7% 56% False False 71,707
20 0.9846 0.9409 0.0437 4.6% 0.0075 0.8% 21% False False 73,020
40 0.9881 0.9409 0.0472 5.0% 0.0079 0.8% 20% False False 39,129
60 0.9955 0.9409 0.0546 5.7% 0.0068 0.7% 17% False False 26,171
80 0.9955 0.9409 0.0546 5.7% 0.0062 0.7% 17% False False 19,656
100 0.9955 0.9409 0.0546 5.7% 0.0057 0.6% 17% False False 15,757
120 1.0094 0.9409 0.0685 7.2% 0.0054 0.6% 14% False False 13,149
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9917
2.618 0.9779
1.618 0.9694
1.000 0.9641
0.618 0.9609
HIGH 0.9556
0.618 0.9524
0.500 0.9514
0.382 0.9503
LOW 0.9471
0.618 0.9418
1.000 0.9386
1.618 0.9333
2.618 0.9248
4.250 0.9110
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 0.9514 0.9499
PP 0.9510 0.9496
S1 0.9506 0.9494

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

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