CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 0.9596 0.9563 -0.0033 -0.3% 0.9702
High 0.9596 0.9675 0.0079 0.8% 0.9726
Low 0.9544 0.9560 0.0016 0.2% 0.9585
Close 0.9564 0.9663 0.0099 1.0% 0.9595
Range 0.0052 0.0115 0.0063 121.2% 0.0141
ATR 0.0058 0.0062 0.0004 7.1% 0.0000
Volume 488 667 179 36.7% 1,717
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9978 0.9935 0.9726
R3 0.9863 0.9820 0.9695
R2 0.9748 0.9748 0.9684
R1 0.9705 0.9705 0.9674 0.9727
PP 0.9633 0.9633 0.9633 0.9643
S1 0.9590 0.9590 0.9652 0.9612
S2 0.9518 0.9518 0.9642
S3 0.9403 0.9475 0.9631
S4 0.9288 0.9360 0.9600
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0058 0.9968 0.9673
R3 0.9917 0.9827 0.9634
R2 0.9776 0.9776 0.9621
R1 0.9686 0.9686 0.9608 0.9661
PP 0.9635 0.9635 0.9635 0.9623
S1 0.9545 0.9545 0.9582 0.9520
S2 0.9494 0.9494 0.9569
S3 0.9353 0.9404 0.9556
S4 0.9212 0.9263 0.9517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9675 0.9544 0.0131 1.4% 0.0057 0.6% 91% True False 436
10 0.9726 0.9544 0.0182 1.9% 0.0053 0.5% 65% False False 404
20 0.9726 0.9535 0.0191 2.0% 0.0052 0.5% 67% False False 364
40 0.9822 0.9390 0.0432 4.5% 0.0059 0.6% 63% False False 370
60 0.9822 0.9390 0.0432 4.5% 0.0063 0.6% 63% False False 323
80 0.9924 0.9390 0.0534 5.5% 0.0056 0.6% 51% False False 280
100 0.9924 0.9390 0.0534 5.5% 0.0052 0.5% 51% False False 231
120 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 51% False False 204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0164
2.618 0.9976
1.618 0.9861
1.000 0.9790
0.618 0.9746
HIGH 0.9675
0.618 0.9631
0.500 0.9618
0.382 0.9604
LOW 0.9560
0.618 0.9489
1.000 0.9445
1.618 0.9374
2.618 0.9259
4.250 0.9071
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 0.9648 0.9645
PP 0.9633 0.9627
S1 0.9618 0.9610

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

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