CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 0.9659 0.9689 0.0030 0.3% 0.9614
High 0.9715 0.9704 -0.0011 -0.1% 0.9715
Low 0.9659 0.9675 0.0016 0.2% 0.9614
Close 0.9688 0.9691 0.0003 0.0% 0.9691
Range 0.0056 0.0029 -0.0027 -48.2% 0.0101
ATR 0.0062 0.0059 -0.0002 -3.8% 0.0000
Volume 353 437 84 23.8% 2,278
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9777 0.9763 0.9707
R3 0.9748 0.9734 0.9699
R2 0.9719 0.9719 0.9696
R1 0.9705 0.9705 0.9694 0.9712
PP 0.9690 0.9690 0.9690 0.9694
S1 0.9676 0.9676 0.9688 0.9683
S2 0.9661 0.9661 0.9686
S3 0.9632 0.9647 0.9683
S4 0.9603 0.9618 0.9675
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9976 0.9935 0.9747
R3 0.9875 0.9834 0.9719
R2 0.9774 0.9774 0.9710
R1 0.9733 0.9733 0.9700 0.9754
PP 0.9673 0.9673 0.9673 0.9684
S1 0.9632 0.9632 0.9682 0.9653
S2 0.9572 0.9572 0.9672
S3 0.9471 0.9531 0.9663
S4 0.9370 0.9430 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9715 0.9614 0.0101 1.0% 0.0048 0.5% 76% False False 455
10 0.9715 0.9535 0.0180 1.9% 0.0050 0.5% 87% False False 302
20 0.9715 0.9390 0.0325 3.4% 0.0055 0.6% 93% False False 315
40 0.9822 0.9390 0.0432 4.5% 0.0063 0.6% 70% False False 331
60 0.9924 0.9390 0.0534 5.5% 0.0060 0.6% 56% False False 278
80 0.9924 0.9390 0.0534 5.5% 0.0055 0.6% 56% False False 240
100 0.9924 0.9390 0.0534 5.5% 0.0050 0.5% 56% False False 204
120 0.9975 0.9390 0.0585 6.0% 0.0047 0.5% 51% False False 177
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9827
2.618 0.9780
1.618 0.9751
1.000 0.9733
0.618 0.9722
HIGH 0.9704
0.618 0.9693
0.500 0.9690
0.382 0.9686
LOW 0.9675
0.618 0.9657
1.000 0.9646
1.618 0.9628
2.618 0.9599
4.250 0.9552
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 0.9691 0.9689
PP 0.9690 0.9686
S1 0.9690 0.9684

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

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