CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 0.9673 0.9661 -0.0012 -0.1% 0.9706
High 0.9687 0.9663 -0.0024 -0.2% 0.9719
Low 0.9656 0.9607 -0.0049 -0.5% 0.9635
Close 0.9661 0.9620 -0.0041 -0.4% 0.9680
Range 0.0031 0.0056 0.0025 80.6% 0.0084
ATR 0.0061 0.0061 0.0000 -0.6% 0.0000
Volume 34,943 64,708 29,765 85.2% 253,901
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9798 0.9765 0.9651
R3 0.9742 0.9709 0.9635
R2 0.9686 0.9686 0.9630
R1 0.9653 0.9653 0.9625 0.9642
PP 0.9630 0.9630 0.9630 0.9624
S1 0.9597 0.9597 0.9615 0.9586
S2 0.9574 0.9574 0.9610
S3 0.9518 0.9541 0.9605
S4 0.9462 0.9485 0.9589
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 0.9607 0.0101 1.0% 0.0052 0.5% 13% False True 52,757
10 0.9724 0.9564 0.0160 1.7% 0.0061 0.6% 35% False False 58,109
20 0.9749 0.9564 0.0185 1.9% 0.0059 0.6% 30% False False 60,376
40 0.9749 0.9409 0.0340 3.5% 0.0065 0.7% 62% False False 64,668
60 0.9846 0.9409 0.0437 4.5% 0.0071 0.7% 48% False False 55,567
80 0.9955 0.9409 0.0546 5.7% 0.0069 0.7% 39% False False 41,842
100 0.9955 0.9409 0.0546 5.7% 0.0064 0.7% 39% False False 33,502
120 0.9955 0.9409 0.0546 5.7% 0.0060 0.6% 39% False False 27,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9901
2.618 0.9810
1.618 0.9754
1.000 0.9719
0.618 0.9698
HIGH 0.9663
0.618 0.9642
0.500 0.9635
0.382 0.9628
LOW 0.9607
0.618 0.9572
1.000 0.9551
1.618 0.9516
2.618 0.9460
4.250 0.9369
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 0.9635 0.9658
PP 0.9630 0.9645
S1 0.9625 0.9633

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

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