CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 0.9685 0.9707 0.0022 0.2% 0.9667
High 0.9712 0.9723 0.0011 0.1% 0.9799
Low 0.9682 0.9678 -0.0004 0.0% 0.9651
Close 0.9711 0.9690 -0.0021 -0.2% 0.9695
Range 0.0030 0.0045 0.0015 50.0% 0.0148
ATR 0.0055 0.0055 -0.0001 -1.3% 0.0000
Volume 45,300 37,215 -8,085 -17.8% 301,955
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9832 0.9806 0.9715
R3 0.9787 0.9761 0.9702
R2 0.9742 0.9742 0.9698
R1 0.9716 0.9716 0.9694 0.9707
PP 0.9697 0.9697 0.9697 0.9692
S1 0.9671 0.9671 0.9686 0.9662
S2 0.9652 0.9652 0.9682
S3 0.9607 0.9626 0.9678
S4 0.9562 0.9581 0.9665
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0159 1.0075 0.9776
R3 1.0011 0.9927 0.9736
R2 0.9863 0.9863 0.9722
R1 0.9779 0.9779 0.9709 0.9821
PP 0.9715 0.9715 0.9715 0.9736
S1 0.9631 0.9631 0.9681 0.9673
S2 0.9567 0.9567 0.9668
S3 0.9419 0.9483 0.9654
S4 0.9271 0.9335 0.9614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9799 0.9670 0.0129 1.3% 0.0062 0.6% 16% False False 56,104
10 0.9799 0.9625 0.0174 1.8% 0.0053 0.5% 37% False False 49,851
20 0.9799 0.9445 0.0354 3.7% 0.0054 0.6% 69% False False 28,326
40 0.9799 0.9437 0.0362 3.7% 0.0054 0.6% 70% False False 14,580
60 0.9799 0.9390 0.0409 4.2% 0.0053 0.5% 73% False False 9,826
80 0.9822 0.9390 0.0432 4.5% 0.0058 0.6% 69% False False 7,459
100 0.9924 0.9390 0.0534 5.5% 0.0058 0.6% 56% False False 6,002
120 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 56% False False 5,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9914
2.618 0.9841
1.618 0.9796
1.000 0.9768
0.618 0.9751
HIGH 0.9723
0.618 0.9706
0.500 0.9701
0.382 0.9695
LOW 0.9678
0.618 0.9650
1.000 0.9633
1.618 0.9605
2.618 0.9560
4.250 0.9487
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 0.9701 0.9702
PP 0.9697 0.9698
S1 0.9694 0.9694

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

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