CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 0.9466 0.9469 0.0003 0.0% 0.9492
High 0.9491 0.9522 0.0031 0.3% 0.9522
Low 0.9445 0.9461 0.0016 0.2% 0.9448
Close 0.9467 0.9505 0.0038 0.4% 0.9471
Range 0.0046 0.0061 0.0015 32.6% 0.0074
ATR 0.0054 0.0054 0.0001 1.0% 0.0000
Volume 1,663 2,068 405 24.4% 8,377
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9679 0.9653 0.9539
R3 0.9618 0.9592 0.9522
R2 0.9557 0.9557 0.9516
R1 0.9531 0.9531 0.9511 0.9544
PP 0.9496 0.9496 0.9496 0.9503
S1 0.9470 0.9470 0.9499 0.9483
S2 0.9435 0.9435 0.9494
S3 0.9374 0.9409 0.9488
S4 0.9313 0.9348 0.9471
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9702 0.9661 0.9512
R3 0.9628 0.9587 0.9491
R2 0.9554 0.9554 0.9485
R1 0.9513 0.9513 0.9478 0.9497
PP 0.9480 0.9480 0.9480 0.9472
S1 0.9439 0.9439 0.9464 0.9423
S2 0.9406 0.9406 0.9457
S3 0.9332 0.9365 0.9451
S4 0.9258 0.9291 0.9430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9522 0.9445 0.0077 0.8% 0.0047 0.5% 78% True False 1,723
10 0.9588 0.9437 0.0151 1.6% 0.0051 0.5% 45% False False 1,750
20 0.9702 0.9437 0.0265 2.8% 0.0053 0.6% 26% False False 1,261
40 0.9726 0.9437 0.0289 3.0% 0.0053 0.6% 24% False False 789
60 0.9822 0.9390 0.0432 4.5% 0.0056 0.6% 27% False False 656
80 0.9865 0.9390 0.0475 5.0% 0.0059 0.6% 24% False False 547
100 0.9924 0.9390 0.0534 5.6% 0.0055 0.6% 22% False False 466
120 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 22% False False 396
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9781
2.618 0.9682
1.618 0.9621
1.000 0.9583
0.618 0.9560
HIGH 0.9522
0.618 0.9499
0.500 0.9492
0.382 0.9484
LOW 0.9461
0.618 0.9423
1.000 0.9400
1.618 0.9362
2.618 0.9301
4.250 0.9202
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 0.9501 0.9498
PP 0.9496 0.9491
S1 0.9492 0.9484

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

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