CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 0.9693 0.9718 0.0025 0.3% 0.9630
High 0.9749 0.9745 -0.0004 0.0% 0.9739
Low 0.9664 0.9650 -0.0014 -0.1% 0.9630
Close 0.9745 0.9655 -0.0090 -0.9% 0.9713
Range 0.0085 0.0095 0.0010 11.8% 0.0109
ATR 0.0065 0.0067 0.0002 3.3% 0.0000
Volume 96,363 69,228 -27,135 -28.2% 300,166
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9968 0.9907 0.9707
R3 0.9873 0.9812 0.9681
R2 0.9778 0.9778 0.9672
R1 0.9717 0.9717 0.9664 0.9700
PP 0.9683 0.9683 0.9683 0.9675
S1 0.9622 0.9622 0.9646 0.9605
S2 0.9588 0.9588 0.9638
S3 0.9493 0.9527 0.9629
S4 0.9398 0.9432 0.9603
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 0.9650 0.0099 1.0% 0.0060 0.6% 5% False True 64,402
10 0.9749 0.9607 0.0142 1.5% 0.0057 0.6% 34% False False 61,828
20 0.9749 0.9409 0.0340 3.5% 0.0067 0.7% 72% False False 66,051
40 0.9846 0.9409 0.0437 4.5% 0.0073 0.8% 56% False False 64,049
60 0.9955 0.9409 0.0546 5.7% 0.0074 0.8% 45% False False 43,171
80 0.9955 0.9409 0.0546 5.7% 0.0067 0.7% 45% False False 32,422
100 0.9955 0.9409 0.0546 5.7% 0.0061 0.6% 45% False False 25,963
120 0.9955 0.9409 0.0546 5.7% 0.0057 0.6% 45% False False 21,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0149
2.618 0.9994
1.618 0.9899
1.000 0.9840
0.618 0.9804
HIGH 0.9745
0.618 0.9709
0.500 0.9698
0.382 0.9686
LOW 0.9650
0.618 0.9591
1.000 0.9555
1.618 0.9496
2.618 0.9401
4.250 0.9246
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 0.9698 0.9700
PP 0.9683 0.9685
S1 0.9669 0.9670

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

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