CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 0.9690 0.9676 -0.0014 -0.1% 0.9614
High 0.9710 0.9726 0.0016 0.2% 0.9715
Low 0.9665 0.9645 -0.0020 -0.2% 0.9614
Close 0.9666 0.9723 0.0057 0.6% 0.9691
Range 0.0045 0.0081 0.0036 80.0% 0.0101
ATR 0.0057 0.0058 0.0002 3.1% 0.0000
Volume 302 326 24 7.9% 2,278
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9941 0.9913 0.9768
R3 0.9860 0.9832 0.9745
R2 0.9779 0.9779 0.9738
R1 0.9751 0.9751 0.9730 0.9765
PP 0.9698 0.9698 0.9698 0.9705
S1 0.9670 0.9670 0.9716 0.9684
S2 0.9617 0.9617 0.9708
S3 0.9536 0.9589 0.9701
S4 0.9455 0.9508 0.9678
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 0.9726 0.9645 0.0081 0.8% 0.0047 0.5% 96% True True 364
10 0.9726 0.9545 0.0181 1.9% 0.0048 0.5% 98% True False 366
20 0.9726 0.9390 0.0336 3.5% 0.0054 0.6% 99% True False 331
40 0.9822 0.9390 0.0432 4.4% 0.0061 0.6% 77% False False 348
60 0.9924 0.9390 0.0534 5.5% 0.0061 0.6% 62% False False 289
80 0.9924 0.9390 0.0534 5.5% 0.0055 0.6% 62% False False 251
100 0.9924 0.9390 0.0534 5.5% 0.0050 0.5% 62% False False 211
120 0.9932 0.9390 0.0542 5.6% 0.0048 0.5% 61% False False 184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0070
2.618 0.9938
1.618 0.9857
1.000 0.9807
0.618 0.9776
HIGH 0.9726
0.618 0.9695
0.500 0.9686
0.382 0.9676
LOW 0.9645
0.618 0.9595
1.000 0.9564
1.618 0.9514
2.618 0.9433
4.250 0.9301
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 0.9711 0.9711
PP 0.9698 0.9698
S1 0.9686 0.9686

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

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