CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 0.9689 0.9702 0.0013 0.1% 0.9614
High 0.9704 0.9719 0.0015 0.2% 0.9715
Low 0.9675 0.9695 0.0020 0.2% 0.9614
Close 0.9691 0.9717 0.0026 0.3% 0.9691
Range 0.0029 0.0024 -0.0005 -17.2% 0.0101
ATR 0.0059 0.0057 -0.0002 -3.8% 0.0000
Volume 437 403 -34 -7.8% 2,278
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9782 0.9774 0.9730
R3 0.9758 0.9750 0.9724
R2 0.9734 0.9734 0.9721
R1 0.9726 0.9726 0.9719 0.9730
PP 0.9710 0.9710 0.9710 0.9713
S1 0.9702 0.9702 0.9715 0.9706
S2 0.9686 0.9686 0.9713
S3 0.9662 0.9678 0.9710
S4 0.9638 0.9654 0.9704
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 0.9719 0.9630 0.0089 0.9% 0.0045 0.5% 98% True False 446
10 0.9719 0.9535 0.0184 1.9% 0.0050 0.5% 99% True False 331
20 0.9719 0.9390 0.0329 3.4% 0.0053 0.5% 99% True False 317
40 0.9822 0.9390 0.0432 4.4% 0.0062 0.6% 76% False False 339
60 0.9924 0.9390 0.0534 5.5% 0.0060 0.6% 61% False False 283
80 0.9924 0.9390 0.0534 5.5% 0.0055 0.6% 61% False False 245
100 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 61% False False 206
120 0.9975 0.9390 0.0585 6.0% 0.0047 0.5% 56% False False 179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9821
2.618 0.9782
1.618 0.9758
1.000 0.9743
0.618 0.9734
HIGH 0.9719
0.618 0.9710
0.500 0.9707
0.382 0.9704
LOW 0.9695
0.618 0.9680
1.000 0.9671
1.618 0.9656
2.618 0.9632
4.250 0.9593
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 0.9714 0.9708
PP 0.9710 0.9698
S1 0.9707 0.9689

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

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