CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 0.9652 0.9692 0.0040 0.4% 0.9594
High 0.9702 0.9692 -0.0010 -0.1% 0.9702
Low 0.9629 0.9665 0.0036 0.4% 0.9544
Close 0.9702 0.9684 -0.0018 -0.2% 0.9702
Range 0.0073 0.0027 -0.0046 -63.0% 0.0158
ATR 0.0063 0.0061 -0.0002 -2.9% 0.0000
Volume 3,002 548 -2,454 -81.7% 4,892
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9761 0.9750 0.9699
R3 0.9734 0.9723 0.9691
R2 0.9707 0.9707 0.9689
R1 0.9696 0.9696 0.9686 0.9688
PP 0.9680 0.9680 0.9680 0.9677
S1 0.9669 0.9669 0.9682 0.9661
S2 0.9653 0.9653 0.9679
S3 0.9626 0.9642 0.9677
S4 0.9599 0.9615 0.9669
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% 0.0060 0.6% 89% False False 950
10 0.9726 0.9544 0.0182 1.9% 0.0058 0.6% 77% False False 675
20 0.9726 0.9535 0.0191 2.0% 0.0054 0.6% 78% False False 503
40 0.9801 0.9390 0.0411 4.2% 0.0058 0.6% 72% False False 445
60 0.9822 0.9390 0.0432 4.5% 0.0063 0.6% 68% False False 375
80 0.9924 0.9390 0.0534 5.5% 0.0056 0.6% 55% False False 324
100 0.9924 0.9390 0.0534 5.5% 0.0052 0.5% 55% False False 266
120 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 55% False False 233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9807
2.618 0.9763
1.618 0.9736
1.000 0.9719
0.618 0.9709
HIGH 0.9692
0.618 0.9682
0.500 0.9679
0.382 0.9675
LOW 0.9665
0.618 0.9648
1.000 0.9638
1.618 0.9621
2.618 0.9594
4.250 0.9550
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 0.9682 0.9666
PP 0.9680 0.9649
S1 0.9679 0.9631

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

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