CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 0.9663 0.9690 0.0027 0.3% 0.9585
High 0.9711 0.9781 0.0070 0.7% 0.9681
Low 0.9655 0.9670 0.0015 0.2% 0.9577
Close 0.9694 0.9770 0.0076 0.8% 0.9651
Range 0.0056 0.0111 0.0055 98.2% 0.0104
ATR 0.0052 0.0057 0.0004 8.0% 0.0000
Volume 51,327 69,528 18,201 35.5% 157,319
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0073 1.0033 0.9831
R3 0.9962 0.9922 0.9801
R2 0.9851 0.9851 0.9790
R1 0.9811 0.9811 0.9780 0.9831
PP 0.9740 0.9740 0.9740 0.9751
S1 0.9700 0.9700 0.9760 0.9720
S2 0.9629 0.9629 0.9750
S3 0.9518 0.9589 0.9739
S4 0.9407 0.9478 0.9709
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9948 0.9904 0.9708
R3 0.9844 0.9800 0.9680
R2 0.9740 0.9740 0.9670
R1 0.9696 0.9696 0.9661 0.9718
PP 0.9636 0.9636 0.9636 0.9648
S1 0.9592 0.9592 0.9641 0.9614
S2 0.9532 0.9532 0.9632
S3 0.9428 0.9488 0.9622
S4 0.9324 0.9384 0.9594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9781 0.9634 0.0147 1.5% 0.0056 0.6% 93% True False 49,632
10 0.9781 0.9487 0.0294 3.0% 0.0058 0.6% 96% True False 34,493
20 0.9781 0.9437 0.0344 3.5% 0.0054 0.6% 97% True False 18,122
40 0.9781 0.9437 0.0344 3.5% 0.0053 0.5% 97% True False 9,355
60 0.9781 0.9390 0.0391 4.0% 0.0054 0.6% 97% True False 6,341
80 0.9822 0.9390 0.0432 4.4% 0.0058 0.6% 88% False False 4,836
100 0.9924 0.9390 0.0534 5.5% 0.0057 0.6% 71% False False 3,907
120 0.9924 0.9390 0.0534 5.5% 0.0053 0.5% 71% False False 3,266
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 0.0010
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0253
2.618 1.0072
1.618 0.9961
1.000 0.9892
0.618 0.9850
HIGH 0.9781
0.618 0.9739
0.500 0.9726
0.382 0.9712
LOW 0.9670
0.618 0.9601
1.000 0.9559
1.618 0.9490
2.618 0.9379
4.250 0.9198
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 0.9755 0.9752
PP 0.9740 0.9734
S1 0.9726 0.9716

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

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