CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 0.9670 0.9640 -0.0030 -0.3% 0.9594
High 0.9670 0.9660 -0.0010 -0.1% 0.9702
Low 0.9635 0.9615 -0.0020 -0.2% 0.9544
Close 0.9639 0.9650 0.0011 0.1% 0.9702
Range 0.0035 0.0045 0.0010 28.6% 0.0158
ATR 0.0060 0.0059 -0.0001 -1.8% 0.0000
Volume 272 440 168 61.8% 4,892
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9777 0.9758 0.9675
R3 0.9732 0.9713 0.9662
R2 0.9687 0.9687 0.9658
R1 0.9668 0.9668 0.9654 0.9678
PP 0.9642 0.9642 0.9642 0.9646
S1 0.9623 0.9623 0.9646 0.9633
S2 0.9597 0.9597 0.9642
S3 0.9552 0.9578 0.9638
S4 0.9507 0.9533 0.9625
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 0.9560 0.0142 1.5% 0.0059 0.6% 63% False False 985
10 0.9702 0.9544 0.0158 1.6% 0.0053 0.5% 67% False False 683
20 0.9726 0.9544 0.0182 1.9% 0.0050 0.5% 58% False False 525
40 0.9785 0.9390 0.0395 4.1% 0.0059 0.6% 66% False False 450
60 0.9822 0.9390 0.0432 4.5% 0.0062 0.6% 60% False False 380
80 0.9924 0.9390 0.0534 5.5% 0.0056 0.6% 49% False False 332
100 0.9924 0.9390 0.0534 5.5% 0.0052 0.5% 49% False False 273
120 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 49% False False 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9851
2.618 0.9778
1.618 0.9733
1.000 0.9705
0.618 0.9688
HIGH 0.9660
0.618 0.9643
0.500 0.9638
0.382 0.9632
LOW 0.9615
0.618 0.9587
1.000 0.9570
1.618 0.9542
2.618 0.9497
4.250 0.9424
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 0.9646 0.9654
PP 0.9642 0.9652
S1 0.9638 0.9651

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

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