CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 0.9690 0.9754 0.0064 0.7% 0.9585
High 0.9781 0.9799 0.0018 0.2% 0.9681
Low 0.9670 0.9719 0.0049 0.5% 0.9577
Close 0.9770 0.9725 -0.0045 -0.5% 0.9651
Range 0.0111 0.0080 -0.0031 -27.9% 0.0104
ATR 0.0057 0.0058 0.0002 3.0% 0.0000
Volume 69,528 78,093 8,565 12.3% 157,319
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9988 0.9936 0.9769
R3 0.9908 0.9856 0.9747
R2 0.9828 0.9828 0.9740
R1 0.9776 0.9776 0.9732 0.9762
PP 0.9748 0.9748 0.9748 0.9741
S1 0.9696 0.9696 0.9718 0.9682
S2 0.9668 0.9668 0.9710
S3 0.9588 0.9616 0.9703
S4 0.9508 0.9536 0.9681
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 0.9799 0.9634 0.0165 1.7% 0.0066 0.7% 55% True False 57,825
10 0.9799 0.9494 0.0305 3.1% 0.0062 0.6% 76% True False 41,682
20 0.9799 0.9437 0.0362 3.7% 0.0055 0.6% 80% True False 21,982
40 0.9799 0.9437 0.0362 3.7% 0.0053 0.5% 80% True False 11,287
60 0.9799 0.9390 0.0409 4.2% 0.0054 0.6% 82% True False 7,629
80 0.9822 0.9390 0.0432 4.4% 0.0059 0.6% 78% False False 5,810
100 0.9924 0.9390 0.0534 5.5% 0.0057 0.6% 63% False False 4,678
120 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 63% False False 3,916
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0139
2.618 1.0008
1.618 0.9928
1.000 0.9879
0.618 0.9848
HIGH 0.9799
0.618 0.9768
0.500 0.9759
0.382 0.9750
LOW 0.9719
0.618 0.9670
1.000 0.9639
1.618 0.9590
2.618 0.9510
4.250 0.9379
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 0.9759 0.9727
PP 0.9748 0.9726
S1 0.9736 0.9726

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

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