CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 0.9676 0.9696 0.0020 0.2% 0.9614
High 0.9726 0.9696 -0.0030 -0.3% 0.9715
Low 0.9645 0.9630 -0.0015 -0.2% 0.9614
Close 0.9723 0.9633 -0.0090 -0.9% 0.9691
Range 0.0081 0.0066 -0.0015 -18.5% 0.0101
ATR 0.0058 0.0061 0.0002 4.2% 0.0000
Volume 326 394 68 20.9% 2,278
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9851 0.9808 0.9669
R3 0.9785 0.9742 0.9651
R2 0.9719 0.9719 0.9645
R1 0.9676 0.9676 0.9639 0.9665
PP 0.9653 0.9653 0.9653 0.9647
S1 0.9610 0.9610 0.9627 0.9599
S2 0.9587 0.9587 0.9621
S3 0.9521 0.9544 0.9615
S4 0.9455 0.9478 0.9597
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 0.9630 0.0096 1.0% 0.0049 0.5% 3% False True 372
10 0.9726 0.9589 0.0137 1.4% 0.0049 0.5% 32% False False 392
20 0.9726 0.9390 0.0336 3.5% 0.0055 0.6% 72% False False 339
40 0.9822 0.9390 0.0432 4.5% 0.0062 0.6% 56% False False 355
60 0.9924 0.9390 0.0534 5.5% 0.0062 0.6% 46% False False 295
80 0.9924 0.9390 0.0534 5.5% 0.0055 0.6% 46% False False 256
100 0.9924 0.9390 0.0534 5.5% 0.0051 0.5% 46% False False 214
120 0.9932 0.9390 0.0542 5.6% 0.0048 0.5% 45% False False 187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9977
2.618 0.9869
1.618 0.9803
1.000 0.9762
0.618 0.9737
HIGH 0.9696
0.618 0.9671
0.500 0.9663
0.382 0.9655
LOW 0.9630
0.618 0.9589
1.000 0.9564
1.618 0.9523
2.618 0.9457
4.250 0.9350
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 0.9663 0.9678
PP 0.9653 0.9663
S1 0.9643 0.9648

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

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