CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 0.9680 0.9676 -0.0004 0.0% 0.9685
High 0.9692 0.9725 0.0033 0.3% 0.9723
Low 0.9660 0.9673 0.0013 0.1% 0.9651
Close 0.9689 0.9687 -0.0002 0.0% 0.9689
Range 0.0032 0.0052 0.0020 62.5% 0.0072
ATR 0.0050 0.0051 0.0000 0.2% 0.0000
Volume 31,444 46,457 15,013 47.7% 194,724
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9851 0.9821 0.9716
R3 0.9799 0.9769 0.9701
R2 0.9747 0.9747 0.9697
R1 0.9717 0.9717 0.9692 0.9732
PP 0.9695 0.9695 0.9695 0.9703
S1 0.9665 0.9665 0.9682 0.9680
S2 0.9643 0.9643 0.9677
S3 0.9591 0.9613 0.9673
S4 0.9539 0.9561 0.9658
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 0.9725 0.9651 0.0074 0.8% 0.0039 0.4% 49% True False 39,176
10 0.9799 0.9651 0.0148 1.5% 0.0052 0.5% 24% False False 49,051
20 0.9799 0.9445 0.0354 3.7% 0.0052 0.5% 68% False False 35,916
40 0.9799 0.9437 0.0362 3.7% 0.0051 0.5% 69% False False 18,513
60 0.9799 0.9414 0.0385 4.0% 0.0051 0.5% 71% False False 12,455
80 0.9822 0.9390 0.0432 4.5% 0.0055 0.6% 69% False False 9,437
100 0.9924 0.9390 0.0534 5.5% 0.0058 0.6% 56% False False 7,585
120 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 56% False False 6,344
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 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9946
2.618 0.9861
1.618 0.9809
1.000 0.9777
0.618 0.9757
HIGH 0.9725
0.618 0.9705
0.500 0.9699
0.382 0.9693
LOW 0.9673
0.618 0.9641
1.000 0.9621
1.618 0.9589
2.618 0.9537
4.250 0.9452
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 0.9699 0.9688
PP 0.9695 0.9688
S1 0.9691 0.9687

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

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