CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 0.9730 0.9693 -0.0037 -0.4% 0.9630
High 0.9739 0.9749 0.0010 0.1% 0.9739
Low 0.9687 0.9664 -0.0023 -0.2% 0.9630
Close 0.9688 0.9745 0.0057 0.6% 0.9713
Range 0.0052 0.0085 0.0033 63.5% 0.0109
ATR 0.0064 0.0065 0.0002 2.4% 0.0000
Volume 61,872 96,363 34,491 55.7% 300,166
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9974 0.9945 0.9792
R3 0.9889 0.9860 0.9768
R2 0.9804 0.9804 0.9761
R1 0.9775 0.9775 0.9753 0.9790
PP 0.9719 0.9719 0.9719 0.9727
S1 0.9690 0.9690 0.9737 0.9705
S2 0.9634 0.9634 0.9729
S3 0.9549 0.9605 0.9722
S4 0.9464 0.9520 0.9698
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0021 0.9976 0.9773
R3 0.9912 0.9867 0.9743
R2 0.9803 0.9803 0.9733
R1 0.9758 0.9758 0.9723 0.9781
PP 0.9694 0.9694 0.9694 0.9705
S1 0.9649 0.9649 0.9703 0.9672
S2 0.9585 0.9585 0.9693
S3 0.9476 0.9540 0.9683
S4 0.9367 0.9431 0.9653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9749 0.9664 0.0085 0.9% 0.0053 0.5% 95% True True 62,385
10 0.9749 0.9565 0.0184 1.9% 0.0053 0.5% 98% True False 59,750
20 0.9749 0.9409 0.0340 3.5% 0.0065 0.7% 99% True False 65,402
40 0.9846 0.9409 0.0437 4.5% 0.0072 0.7% 77% False False 62,379
60 0.9955 0.9409 0.0546 5.6% 0.0073 0.8% 62% False False 42,018
80 0.9955 0.9409 0.0546 5.6% 0.0066 0.7% 62% False False 31,558
100 0.9955 0.9409 0.0546 5.6% 0.0060 0.6% 62% False False 25,272
120 0.9955 0.9409 0.0546 5.6% 0.0057 0.6% 62% False False 21,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0110
2.618 0.9972
1.618 0.9887
1.000 0.9834
0.618 0.9802
HIGH 0.9749
0.618 0.9717
0.500 0.9707
0.382 0.9696
LOW 0.9664
0.618 0.9611
1.000 0.9579
1.618 0.9526
2.618 0.9441
4.250 0.9303
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 0.9732 0.9732
PP 0.9719 0.9719
S1 0.9707 0.9707

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

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