CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 0.9583 0.9556 -0.0027 -0.3% 0.9556
High 0.9589 0.9594 0.0005 0.1% 0.9594
Low 0.9546 0.9550 0.0004 0.0% 0.9514
Close 0.9548 0.9587 0.0039 0.4% 0.9578
Range 0.0043 0.0044 0.0001 2.3% 0.0080
ATR 0.0047 0.0047 0.0000 -0.2% 0.0000
Volume 39,186 37,914 -1,272 -3.2% 251,775
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9709 0.9692 0.9611
R3 0.9665 0.9648 0.9599
R2 0.9621 0.9621 0.9595
R1 0.9604 0.9604 0.9591 0.9613
PP 0.9577 0.9577 0.9577 0.9581
S1 0.9560 0.9560 0.9583 0.9569
S2 0.9533 0.9533 0.9579
S3 0.9489 0.9516 0.9575
S4 0.9445 0.9472 0.9563
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9802 0.9770 0.9622
R3 0.9722 0.9690 0.9600
R2 0.9642 0.9642 0.9593
R1 0.9610 0.9610 0.9585 0.9626
PP 0.9562 0.9562 0.9562 0.9570
S1 0.9530 0.9530 0.9571 0.9546
S2 0.9482 0.9482 0.9563
S3 0.9402 0.9450 0.9556
S4 0.9322 0.9370 0.9534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9607 0.9521 0.0086 0.9% 0.0045 0.5% 77% False False 46,346
10 0.9634 0.9514 0.0120 1.3% 0.0046 0.5% 61% False False 46,193
20 0.9728 0.9514 0.0214 2.2% 0.0047 0.5% 34% False False 45,599
40 0.9799 0.9514 0.0285 3.0% 0.0047 0.5% 26% False False 46,321
60 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 41% False False 32,831
80 0.9799 0.9437 0.0362 3.8% 0.0050 0.5% 41% False False 24,750
100 0.9799 0.9390 0.0409 4.3% 0.0053 0.5% 48% False False 19,878
120 0.9822 0.9390 0.0432 4.5% 0.0055 0.6% 46% False False 16,605
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9781
2.618 0.9709
1.618 0.9665
1.000 0.9638
0.618 0.9621
HIGH 0.9594
0.618 0.9577
0.500 0.9572
0.382 0.9567
LOW 0.9550
0.618 0.9523
1.000 0.9506
1.618 0.9479
2.618 0.9435
4.250 0.9363
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 0.9582 0.9584
PP 0.9577 0.9580
S1 0.9572 0.9577

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

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