CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 0.9607 0.9572 -0.0035 -0.4% 0.9437
High 0.9619 0.9634 0.0015 0.2% 0.9669
Low 0.9570 0.9562 -0.0008 -0.1% 0.9431
Close 0.9582 0.9628 0.0046 0.5% 0.9606
Range 0.0049 0.0072 0.0023 46.9% 0.0238
ATR 0.0077 0.0076 0.0000 -0.4% 0.0000
Volume 49,612 66,758 17,146 34.6% 350,565
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9824 0.9798 0.9668
R3 0.9752 0.9726 0.9648
R2 0.9680 0.9680 0.9641
R1 0.9654 0.9654 0.9635 0.9667
PP 0.9608 0.9608 0.9608 0.9615
S1 0.9582 0.9582 0.9621 0.9595
S2 0.9536 0.9536 0.9615
S3 0.9464 0.9510 0.9608
S4 0.9392 0.9438 0.9588
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0283 1.0182 0.9737
R3 1.0045 0.9944 0.9671
R2 0.9807 0.9807 0.9650
R1 0.9706 0.9706 0.9628 0.9757
PP 0.9569 0.9569 0.9569 0.9594
S1 0.9468 0.9468 0.9584 0.9519
S2 0.9331 0.9331 0.9562
S3 0.9093 0.9230 0.9541
S4 0.8855 0.8992 0.9475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9669 0.9471 0.0198 2.1% 0.0083 0.9% 79% False False 69,029
10 0.9669 0.9409 0.0260 2.7% 0.0076 0.8% 84% False False 70,074
20 0.9808 0.9409 0.0399 4.1% 0.0079 0.8% 55% False False 76,715
40 0.9846 0.9409 0.0437 4.5% 0.0080 0.8% 50% False False 46,014
60 0.9955 0.9409 0.0546 5.7% 0.0071 0.7% 40% False False 30,793
80 0.9955 0.9409 0.0546 5.7% 0.0064 0.7% 40% False False 23,130
100 0.9955 0.9409 0.0546 5.7% 0.0059 0.6% 40% False False 18,539
120 1.0000 0.9409 0.0591 6.1% 0.0055 0.6% 37% False False 15,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9940
2.618 0.9822
1.618 0.9750
1.000 0.9706
0.618 0.9678
HIGH 0.9634
0.618 0.9606
0.500 0.9598
0.382 0.9590
LOW 0.9562
0.618 0.9518
1.000 0.9490
1.618 0.9446
2.618 0.9374
4.250 0.9256
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 0.9618 0.9619
PP 0.9608 0.9609
S1 0.9598 0.9600

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

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