CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 0.9676 0.9680 0.0004 0.0% 0.9685
High 0.9687 0.9692 0.0005 0.1% 0.9723
Low 0.9651 0.9660 0.0009 0.1% 0.9651
Close 0.9679 0.9689 0.0010 0.1% 0.9689
Range 0.0036 0.0032 -0.0004 -11.1% 0.0072
ATR 0.0052 0.0050 -0.0001 -2.7% 0.0000
Volume 38,330 31,444 -6,886 -18.0% 194,724
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9776 0.9765 0.9707
R3 0.9744 0.9733 0.9698
R2 0.9712 0.9712 0.9695
R1 0.9701 0.9701 0.9692 0.9707
PP 0.9680 0.9680 0.9680 0.9683
S1 0.9669 0.9669 0.9686 0.9675
S2 0.9648 0.9648 0.9683
S3 0.9616 0.9637 0.9680
S4 0.9584 0.9605 0.9671
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9904 0.9868 0.9729
R3 0.9832 0.9796 0.9709
R2 0.9760 0.9760 0.9702
R1 0.9724 0.9724 0.9696 0.9742
PP 0.9688 0.9688 0.9688 0.9697
S1 0.9652 0.9652 0.9682 0.9670
S2 0.9616 0.9616 0.9676
S3 0.9544 0.9580 0.9669
S4 0.9472 0.9508 0.9649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9723 0.9651 0.0072 0.7% 0.0035 0.4% 53% False False 38,944
10 0.9799 0.9651 0.0148 1.5% 0.0052 0.5% 26% False False 49,667
20 0.9799 0.9445 0.0354 3.7% 0.0051 0.5% 69% False False 33,733
40 0.9799 0.9437 0.0362 3.7% 0.0051 0.5% 70% False False 17,359
60 0.9799 0.9390 0.0409 4.2% 0.0052 0.5% 73% False False 11,686
80 0.9822 0.9390 0.0432 4.5% 0.0056 0.6% 69% False False 8,857
100 0.9924 0.9390 0.0534 5.5% 0.0058 0.6% 56% False False 7,121
120 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 56% False False 5,957
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9828
2.618 0.9776
1.618 0.9744
1.000 0.9724
0.618 0.9712
HIGH 0.9692
0.618 0.9680
0.500 0.9676
0.382 0.9672
LOW 0.9660
0.618 0.9640
1.000 0.9628
1.618 0.9608
2.618 0.9576
4.250 0.9524
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 0.9685 0.9685
PP 0.9680 0.9681
S1 0.9676 0.9677

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

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