CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 0.9556 0.9584 0.0028 0.3% 0.9556
High 0.9594 0.9600 0.0006 0.1% 0.9594
Low 0.9550 0.9547 -0.0003 0.0% 0.9514
Close 0.9587 0.9564 -0.0023 -0.2% 0.9578
Range 0.0044 0.0053 0.0009 20.5% 0.0080
ATR 0.0047 0.0047 0.0000 0.9% 0.0000
Volume 37,914 48,787 10,873 28.7% 251,775
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9729 0.9700 0.9593
R3 0.9676 0.9647 0.9579
R2 0.9623 0.9623 0.9574
R1 0.9594 0.9594 0.9569 0.9582
PP 0.9570 0.9570 0.9570 0.9565
S1 0.9541 0.9541 0.9559 0.9529
S2 0.9517 0.9517 0.9554
S3 0.9464 0.9488 0.9549
S4 0.9411 0.9435 0.9535
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 0.9546 0.0061 0.6% 0.0042 0.4% 30% False False 42,785
10 0.9607 0.9514 0.0093 1.0% 0.0044 0.5% 54% False False 45,395
20 0.9728 0.9514 0.0214 2.2% 0.0048 0.5% 23% False False 45,818
40 0.9799 0.9514 0.0285 3.0% 0.0048 0.5% 18% False False 46,613
60 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 35% False False 33,637
80 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 35% False False 25,359
100 0.9799 0.9390 0.0409 4.3% 0.0053 0.6% 43% False False 20,362
120 0.9822 0.9390 0.0432 4.5% 0.0055 0.6% 40% False False 17,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9825
2.618 0.9739
1.618 0.9686
1.000 0.9653
0.618 0.9633
HIGH 0.9600
0.618 0.9580
0.500 0.9574
0.382 0.9567
LOW 0.9547
0.618 0.9514
1.000 0.9494
1.618 0.9461
2.618 0.9408
4.250 0.9322
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 0.9574 0.9573
PP 0.9570 0.9570
S1 0.9567 0.9567

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

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