CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 0.9638 0.9586 -0.0052 -0.5% 0.9692
High 0.9638 0.9588 -0.0050 -0.5% 0.9692
Low 0.9588 0.9514 -0.0074 -0.8% 0.9615
Close 0.9599 0.9535 -0.0064 -0.7% 0.9659
Range 0.0050 0.0074 0.0024 48.0% 0.0077
ATR 0.0057 0.0059 0.0002 3.6% 0.0000
Volume 324 891 567 175.0% 2,360
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9768 0.9725 0.9576
R3 0.9694 0.9651 0.9555
R2 0.9620 0.9620 0.9549
R1 0.9577 0.9577 0.9542 0.9562
PP 0.9546 0.9546 0.9546 0.9538
S1 0.9503 0.9503 0.9528 0.9488
S2 0.9472 0.9472 0.9521
S3 0.9398 0.9429 0.9515
S4 0.9324 0.9355 0.9494
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 0.9686 0.9514 0.0172 1.8% 0.0055 0.6% 12% False True 639
10 0.9702 0.9514 0.0188 2.0% 0.0057 0.6% 11% False True 812
20 0.9726 0.9514 0.0212 2.2% 0.0052 0.5% 10% False True 592
40 0.9726 0.9390 0.0336 3.5% 0.0054 0.6% 43% False False 453
60 0.9822 0.9390 0.0432 4.5% 0.0060 0.6% 34% False False 420
80 0.9924 0.9390 0.0534 5.6% 0.0058 0.6% 27% False False 352
100 0.9924 0.9390 0.0534 5.6% 0.0054 0.6% 27% False False 303
120 0.9924 0.9390 0.0534 5.6% 0.0050 0.5% 27% False False 263
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 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9903
2.618 0.9782
1.618 0.9708
1.000 0.9662
0.618 0.9634
HIGH 0.9588
0.618 0.9560
0.500 0.9551
0.382 0.9542
LOW 0.9514
0.618 0.9468
1.000 0.9440
1.618 0.9394
2.618 0.9320
4.250 0.9200
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 0.9551 0.9589
PP 0.9546 0.9571
S1 0.9540 0.9553

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

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