CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 0.9718 0.9654 -0.0064 -0.7% 0.9713
High 0.9745 0.9662 -0.0083 -0.9% 0.9749
Low 0.9650 0.9603 -0.0047 -0.5% 0.9603
Close 0.9655 0.9616 -0.0039 -0.4% 0.9616
Range 0.0095 0.0059 -0.0036 -37.9% 0.0146
ATR 0.0067 0.0067 -0.0001 -0.9% 0.0000
Volume 69,228 81,067 11,839 17.1% 351,489
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9804 0.9769 0.9648
R3 0.9745 0.9710 0.9632
R2 0.9686 0.9686 0.9627
R1 0.9651 0.9651 0.9621 0.9639
PP 0.9627 0.9627 0.9627 0.9621
S1 0.9592 0.9592 0.9611 0.9580
S2 0.9568 0.9568 0.9605
S3 0.9509 0.9533 0.9600
S4 0.9450 0.9474 0.9584
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0094 1.0001 0.9696
R3 0.9948 0.9855 0.9656
R2 0.9802 0.9802 0.9643
R1 0.9709 0.9709 0.9629 0.9683
PP 0.9656 0.9656 0.9656 0.9643
S1 0.9563 0.9563 0.9603 0.9537
S2 0.9510 0.9510 0.9589
S3 0.9364 0.9417 0.9576
S4 0.9218 0.9271 0.9536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9749 0.9603 0.0146 1.5% 0.0064 0.7% 9% False True 70,297
10 0.9749 0.9603 0.0146 1.5% 0.0059 0.6% 9% False True 65,165
20 0.9749 0.9431 0.0318 3.3% 0.0064 0.7% 58% False False 64,638
40 0.9846 0.9409 0.0437 4.5% 0.0071 0.7% 47% False False 65,833
60 0.9955 0.9409 0.0546 5.7% 0.0075 0.8% 38% False False 44,519
80 0.9955 0.9409 0.0546 5.7% 0.0068 0.7% 38% False False 33,434
100 0.9955 0.9409 0.0546 5.7% 0.0062 0.6% 38% False False 26,772
120 0.9955 0.9409 0.0546 5.7% 0.0058 0.6% 38% False False 22,333
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9913
2.618 0.9816
1.618 0.9757
1.000 0.9721
0.618 0.9698
HIGH 0.9662
0.618 0.9639
0.500 0.9633
0.382 0.9626
LOW 0.9603
0.618 0.9567
1.000 0.9544
1.618 0.9508
2.618 0.9449
4.250 0.9352
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 0.9633 0.9676
PP 0.9627 0.9656
S1 0.9622 0.9636

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

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