CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 0.9614 0.9655 0.0041 0.4% 0.9560
High 0.9652 0.9692 0.0040 0.4% 0.9622
Low 0.9614 0.9630 0.0016 0.2% 0.9535
Close 0.9635 0.9692 0.0057 0.6% 0.9610
Range 0.0038 0.0062 0.0024 63.2% 0.0087
ATR 0.0063 0.0063 0.0000 -0.1% 0.0000
Volume 448 229 -219 -48.9% 745
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9857 0.9837 0.9726
R3 0.9795 0.9775 0.9709
R2 0.9733 0.9733 0.9703
R1 0.9713 0.9713 0.9698 0.9723
PP 0.9671 0.9671 0.9671 0.9677
S1 0.9651 0.9651 0.9686 0.9661
S2 0.9609 0.9609 0.9681
S3 0.9547 0.9589 0.9675
S4 0.9485 0.9527 0.9658
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9850 0.9817 0.9658
R3 0.9763 0.9730 0.9634
R2 0.9676 0.9676 0.9626
R1 0.9643 0.9643 0.9618 0.9660
PP 0.9589 0.9589 0.9589 0.9597
S1 0.9556 0.9556 0.9602 0.9573
S2 0.9502 0.9502 0.9594
S3 0.9415 0.9469 0.9586
S4 0.9328 0.9382 0.9562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9692 0.9535 0.0157 1.6% 0.0053 0.5% 100% True False 229
10 0.9692 0.9454 0.0238 2.5% 0.0058 0.6% 100% True False 231
20 0.9692 0.9390 0.0302 3.1% 0.0058 0.6% 100% True False 314
40 0.9822 0.9390 0.0432 4.5% 0.0064 0.7% 70% False False 317
60 0.9924 0.9390 0.0534 5.5% 0.0060 0.6% 57% False False 276
80 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 57% False False 221
100 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 57% False False 189
120 0.9975 0.9390 0.0585 6.0% 0.0047 0.5% 52% False False 165
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9956
2.618 0.9854
1.618 0.9792
1.000 0.9754
0.618 0.9730
HIGH 0.9692
0.618 0.9668
0.500 0.9661
0.382 0.9654
LOW 0.9630
0.618 0.9592
1.000 0.9568
1.618 0.9530
2.618 0.9468
4.250 0.9367
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 0.9682 0.9675
PP 0.9671 0.9658
S1 0.9661 0.9641

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

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