CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 0.9661 0.9616 -0.0045 -0.5% 0.9706
High 0.9663 0.9620 -0.0043 -0.4% 0.9719
Low 0.9607 0.9533 -0.0074 -0.8% 0.9635
Close 0.9620 0.9555 -0.0065 -0.7% 0.9680
Range 0.0056 0.0087 0.0031 55.4% 0.0084
ATR 0.0061 0.0063 0.0002 3.1% 0.0000
Volume 64,708 79,217 14,509 22.4% 253,901
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9830 0.9780 0.9603
R3 0.9743 0.9693 0.9579
R2 0.9656 0.9656 0.9571
R1 0.9606 0.9606 0.9563 0.9588
PP 0.9569 0.9569 0.9569 0.9560
S1 0.9519 0.9519 0.9547 0.9501
S2 0.9482 0.9482 0.9539
S3 0.9395 0.9432 0.9531
S4 0.9308 0.9345 0.9507
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 0.9533 0.0175 1.8% 0.0060 0.6% 13% False True 59,900
10 0.9724 0.9533 0.0191 2.0% 0.0063 0.7% 12% False True 59,349
20 0.9749 0.9533 0.0216 2.3% 0.0060 0.6% 10% False True 60,801
40 0.9749 0.9409 0.0340 3.6% 0.0065 0.7% 43% False False 64,377
60 0.9846 0.9409 0.0437 4.6% 0.0071 0.7% 33% False False 56,867
80 0.9955 0.9409 0.0546 5.7% 0.0069 0.7% 27% False False 42,830
100 0.9955 0.9409 0.0546 5.7% 0.0065 0.7% 27% False False 34,293
120 0.9955 0.9409 0.0546 5.7% 0.0060 0.6% 27% False False 28,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9990
2.618 0.9848
1.618 0.9761
1.000 0.9707
0.618 0.9674
HIGH 0.9620
0.618 0.9587
0.500 0.9577
0.382 0.9566
LOW 0.9533
0.618 0.9479
1.000 0.9446
1.618 0.9392
2.618 0.9305
4.250 0.9163
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 0.9577 0.9610
PP 0.9569 0.9592
S1 0.9562 0.9573

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

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