CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 0.9654 0.9616 -0.0038 -0.4% 0.9713
High 0.9662 0.9644 -0.0018 -0.2% 0.9749
Low 0.9603 0.9602 -0.0001 0.0% 0.9603
Close 0.9616 0.9635 0.0019 0.2% 0.9616
Range 0.0059 0.0042 -0.0017 -28.8% 0.0146
ATR 0.0067 0.0065 -0.0002 -2.6% 0.0000
Volume 81,067 43,971 -37,096 -45.8% 351,489
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9753 0.9736 0.9658
R3 0.9711 0.9694 0.9647
R2 0.9669 0.9669 0.9643
R1 0.9652 0.9652 0.9639 0.9661
PP 0.9627 0.9627 0.9627 0.9631
S1 0.9610 0.9610 0.9631 0.9619
S2 0.9585 0.9585 0.9627
S3 0.9543 0.9568 0.9623
S4 0.9501 0.9526 0.9612
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 0.9602 0.0147 1.5% 0.0067 0.7% 22% False True 70,500
10 0.9749 0.9602 0.0147 1.5% 0.0059 0.6% 22% False True 64,494
20 0.9749 0.9440 0.0309 3.2% 0.0065 0.7% 63% False False 63,996
40 0.9846 0.9409 0.0437 4.5% 0.0069 0.7% 52% False False 66,548
60 0.9906 0.9409 0.0497 5.2% 0.0074 0.8% 45% False False 45,243
80 0.9955 0.9409 0.0546 5.7% 0.0067 0.7% 41% False False 33,983
100 0.9955 0.9409 0.0546 5.7% 0.0062 0.6% 41% False False 27,208
120 0.9955 0.9409 0.0546 5.7% 0.0058 0.6% 41% False False 22,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9823
2.618 0.9754
1.618 0.9712
1.000 0.9686
0.618 0.9670
HIGH 0.9644
0.618 0.9628
0.500 0.9623
0.382 0.9618
LOW 0.9602
0.618 0.9576
1.000 0.9560
1.618 0.9534
2.618 0.9492
4.250 0.9424
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 0.9631 0.9674
PP 0.9627 0.9661
S1 0.9623 0.9648

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

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