CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 0.9642 0.9630 -0.0012 -0.1% 0.9713
High 0.9653 0.9636 -0.0017 -0.2% 0.9749
Low 0.9614 0.9564 -0.0050 -0.5% 0.9603
Close 0.9636 0.9585 -0.0051 -0.5% 0.9616
Range 0.0039 0.0072 0.0033 84.6% 0.0146
ATR 0.0063 0.0064 0.0001 1.0% 0.0000
Volume 49,519 66,820 17,301 34.9% 351,489
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9811 0.9770 0.9625
R3 0.9739 0.9698 0.9605
R2 0.9667 0.9667 0.9598
R1 0.9626 0.9626 0.9592 0.9611
PP 0.9595 0.9595 0.9595 0.9587
S1 0.9554 0.9554 0.9578 0.9539
S2 0.9523 0.9523 0.9572
S3 0.9451 0.9482 0.9565
S4 0.9379 0.9410 0.9545
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 0.9745 0.9564 0.0181 1.9% 0.0061 0.6% 12% False True 62,121
10 0.9749 0.9564 0.0185 1.9% 0.0057 0.6% 11% False True 62,253
20 0.9749 0.9502 0.0247 2.6% 0.0063 0.7% 34% False False 63,225
40 0.9846 0.9409 0.0437 4.6% 0.0069 0.7% 40% False False 68,123
60 0.9881 0.9409 0.0472 4.9% 0.0074 0.8% 37% False False 47,161
80 0.9955 0.9409 0.0546 5.7% 0.0067 0.7% 32% False False 35,435
100 0.9955 0.9409 0.0546 5.7% 0.0062 0.6% 32% False False 28,370
120 0.9955 0.9409 0.0546 5.7% 0.0058 0.6% 32% False False 23,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9942
2.618 0.9824
1.618 0.9752
1.000 0.9708
0.618 0.9680
HIGH 0.9636
0.618 0.9608
0.500 0.9600
0.382 0.9592
LOW 0.9564
0.618 0.9520
1.000 0.9492
1.618 0.9448
2.618 0.9376
4.250 0.9258
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 0.9600 0.9609
PP 0.9595 0.9601
S1 0.9590 0.9593

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

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