CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 0.9466 0.9496 0.0030 0.3% 0.9487
High 0.9504 0.9532 0.0028 0.3% 0.9532
Low 0.9448 0.9409 -0.0039 -0.4% 0.9409
Close 0.9490 0.9435 -0.0055 -0.6% 0.9435
Range 0.0056 0.0123 0.0067 119.6% 0.0123
ATR 0.0075 0.0079 0.0003 4.5% 0.0000
Volume 56,258 109,328 53,070 94.3% 283,673
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9828 0.9754 0.9503
R3 0.9705 0.9631 0.9469
R2 0.9582 0.9582 0.9458
R1 0.9508 0.9508 0.9446 0.9484
PP 0.9459 0.9459 0.9459 0.9446
S1 0.9385 0.9385 0.9424 0.9361
S2 0.9336 0.9336 0.9412
S3 0.9213 0.9262 0.9401
S4 0.9090 0.9139 0.9367
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9828 0.9754 0.9503
R3 0.9705 0.9631 0.9469
R2 0.9582 0.9582 0.9458
R1 0.9508 0.9508 0.9446 0.9484
PP 0.9459 0.9459 0.9459 0.9446
S1 0.9385 0.9385 0.9424 0.9361
S2 0.9336 0.9336 0.9412
S3 0.9213 0.9262 0.9401
S4 0.9090 0.9139 0.9367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9547 0.9409 0.0138 1.5% 0.0078 0.8% 19% False True 74,212
10 0.9629 0.9409 0.0220 2.3% 0.0081 0.9% 12% False True 84,642
20 0.9846 0.9409 0.0437 4.6% 0.0078 0.8% 6% False True 67,027
40 0.9955 0.9409 0.0546 5.8% 0.0080 0.8% 5% False True 34,459
60 0.9955 0.9409 0.0546 5.8% 0.0069 0.7% 5% False True 23,033
80 0.9955 0.9409 0.0546 5.8% 0.0061 0.6% 5% False True 17,306
100 0.9955 0.9409 0.0546 5.8% 0.0056 0.6% 5% False True 13,872
120 1.0109 0.9409 0.0700 7.4% 0.0053 0.6% 4% False True 11,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0055
2.618 0.9854
1.618 0.9731
1.000 0.9655
0.618 0.9608
HIGH 0.9532
0.618 0.9485
0.500 0.9471
0.382 0.9456
LOW 0.9409
0.618 0.9333
1.000 0.9286
1.618 0.9210
2.618 0.9087
4.250 0.8886
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 0.9471 0.9471
PP 0.9459 0.9459
S1 0.9447 0.9447

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

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