CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 0.9665 0.9685 0.0020 0.2% 0.9692
High 0.9680 0.9686 0.0006 0.1% 0.9692
Low 0.9620 0.9625 0.0005 0.1% 0.9615
Close 0.9680 0.9659 -0.0021 -0.2% 0.9659
Range 0.0060 0.0061 0.0001 1.7% 0.0077
ATR 0.0059 0.0059 0.0000 0.3% 0.0000
Volume 554 546 -8 -1.4% 2,360
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9840 0.9810 0.9693
R3 0.9779 0.9749 0.9676
R2 0.9718 0.9718 0.9670
R1 0.9688 0.9688 0.9665 0.9673
PP 0.9657 0.9657 0.9657 0.9649
S1 0.9627 0.9627 0.9653 0.9612
S2 0.9596 0.9596 0.9648
S3 0.9535 0.9566 0.9642
S4 0.9474 0.9505 0.9625
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9886 0.9850 0.9701
R3 0.9809 0.9773 0.9680
R2 0.9732 0.9732 0.9673
R1 0.9696 0.9696 0.9666 0.9676
PP 0.9655 0.9655 0.9655 0.9645
S1 0.9619 0.9619 0.9652 0.9599
S2 0.9578 0.9578 0.9645
S3 0.9501 0.9542 0.9638
S4 0.9424 0.9465 0.9617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9692 0.9615 0.0077 0.8% 0.0046 0.5% 57% False False 472
10 0.9702 0.9544 0.0158 1.6% 0.0054 0.6% 73% False False 725
20 0.9726 0.9544 0.0182 1.9% 0.0052 0.5% 63% False False 562
40 0.9726 0.9390 0.0336 3.5% 0.0057 0.6% 80% False False 471
60 0.9822 0.9390 0.0432 4.5% 0.0061 0.6% 62% False False 395
80 0.9924 0.9390 0.0534 5.5% 0.0057 0.6% 50% False False 341
100 0.9924 0.9390 0.0534 5.5% 0.0053 0.5% 50% False False 283
120 0.9924 0.9390 0.0534 5.5% 0.0050 0.5% 50% False False 247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9945
2.618 0.9846
1.618 0.9785
1.000 0.9747
0.618 0.9724
HIGH 0.9686
0.618 0.9663
0.500 0.9656
0.382 0.9648
LOW 0.9625
0.618 0.9587
1.000 0.9564
1.618 0.9526
2.618 0.9465
4.250 0.9366
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 0.9658 0.9656
PP 0.9657 0.9653
S1 0.9656 0.9651

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

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