CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 0.9563 0.9652 0.0089 0.9% 0.9594
High 0.9675 0.9702 0.0027 0.3% 0.9702
Low 0.9560 0.9629 0.0069 0.7% 0.9544
Close 0.9663 0.9702 0.0039 0.4% 0.9702
Range 0.0115 0.0073 -0.0042 -36.5% 0.0158
ATR 0.0062 0.0063 0.0001 1.3% 0.0000
Volume 667 3,002 2,335 350.1% 4,892
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9897 0.9872 0.9742
R3 0.9824 0.9799 0.9722
R2 0.9751 0.9751 0.9715
R1 0.9726 0.9726 0.9709 0.9739
PP 0.9678 0.9678 0.9678 0.9684
S1 0.9653 0.9653 0.9695 0.9666
S2 0.9605 0.9605 0.9689
S3 0.9532 0.9580 0.9682
S4 0.9459 0.9507 0.9662
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0123 1.0071 0.9789
R3 0.9965 0.9913 0.9745
R2 0.9807 0.9807 0.9731
R1 0.9755 0.9755 0.9716 0.9781
PP 0.9649 0.9649 0.9649 0.9663
S1 0.9597 0.9597 0.9688 0.9623
S2 0.9491 0.9491 0.9673
S3 0.9333 0.9439 0.9659
S4 0.9175 0.9281 0.9615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9702 0.9544 0.0158 1.6% 0.0062 0.6% 100% True False 978
10 0.9726 0.9544 0.0182 1.9% 0.0057 0.6% 87% False False 660
20 0.9726 0.9535 0.0191 2.0% 0.0054 0.6% 87% False False 481
40 0.9822 0.9390 0.0432 4.5% 0.0059 0.6% 72% False False 441
60 0.9822 0.9390 0.0432 4.5% 0.0063 0.7% 72% False False 368
80 0.9924 0.9390 0.0534 5.5% 0.0056 0.6% 58% False False 318
100 0.9924 0.9390 0.0534 5.5% 0.0052 0.5% 58% False False 261
120 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 58% False False 229
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0012
2.618 0.9893
1.618 0.9820
1.000 0.9775
0.618 0.9747
HIGH 0.9702
0.618 0.9674
0.500 0.9666
0.382 0.9657
LOW 0.9629
0.618 0.9584
1.000 0.9556
1.618 0.9511
2.618 0.9438
4.250 0.9319
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 0.9690 0.9676
PP 0.9678 0.9649
S1 0.9666 0.9623

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

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