CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 0.9695 0.9673 -0.0022 -0.2% 0.9706
High 0.9708 0.9687 -0.0021 -0.2% 0.9719
Low 0.9645 0.9656 0.0011 0.1% 0.9635
Close 0.9680 0.9661 -0.0019 -0.2% 0.9680
Range 0.0063 0.0031 -0.0032 -50.8% 0.0084
ATR 0.0064 0.0061 -0.0002 -3.7% 0.0000
Volume 53,781 34,943 -18,838 -35.0% 253,901
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9761 0.9742 0.9678
R3 0.9730 0.9711 0.9670
R2 0.9699 0.9699 0.9667
R1 0.9680 0.9680 0.9664 0.9674
PP 0.9668 0.9668 0.9668 0.9665
S1 0.9649 0.9649 0.9658 0.9643
S2 0.9637 0.9637 0.9655
S3 0.9606 0.9618 0.9652
S4 0.9575 0.9587 0.9644
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9930 0.9889 0.9726
R3 0.9846 0.9805 0.9703
R2 0.9762 0.9762 0.9695
R1 0.9721 0.9721 0.9688 0.9700
PP 0.9678 0.9678 0.9678 0.9667
S1 0.9637 0.9637 0.9672 0.9616
S2 0.9594 0.9594 0.9665
S3 0.9510 0.9553 0.9657
S4 0.9426 0.9469 0.9634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9708 0.9635 0.0073 0.8% 0.0051 0.5% 36% False False 49,477
10 0.9724 0.9564 0.0160 1.7% 0.0059 0.6% 61% False False 56,590
20 0.9749 0.9564 0.0185 1.9% 0.0059 0.6% 52% False False 60,542
40 0.9749 0.9409 0.0340 3.5% 0.0065 0.7% 74% False False 65,929
60 0.9846 0.9409 0.0437 4.5% 0.0070 0.7% 58% False False 54,518
80 0.9955 0.9409 0.0546 5.7% 0.0069 0.7% 46% False False 41,036
100 0.9955 0.9409 0.0546 5.7% 0.0064 0.7% 46% False False 32,856
120 0.9955 0.9409 0.0546 5.7% 0.0060 0.6% 46% False False 27,404
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9819
2.618 0.9768
1.618 0.9737
1.000 0.9718
0.618 0.9706
HIGH 0.9687
0.618 0.9675
0.500 0.9672
0.382 0.9668
LOW 0.9656
0.618 0.9637
1.000 0.9625
1.618 0.9606
2.618 0.9575
4.250 0.9524
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 0.9672 0.9674
PP 0.9668 0.9670
S1 0.9665 0.9665

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

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