CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 0.9564 0.9626 0.0062 0.6% 0.9437
High 0.9669 0.9637 -0.0032 -0.3% 0.9669
Low 0.9502 0.9595 0.0093 1.0% 0.9431
Close 0.9622 0.9606 -0.0016 -0.2% 0.9606
Range 0.0167 0.0042 -0.0125 -74.9% 0.0238
ATR 0.0081 0.0079 -0.0003 -3.5% 0.0000
Volume 99,989 62,019 -37,970 -38.0% 350,565
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9739 0.9714 0.9629
R3 0.9697 0.9672 0.9618
R2 0.9655 0.9655 0.9614
R1 0.9630 0.9630 0.9610 0.9622
PP 0.9613 0.9613 0.9613 0.9608
S1 0.9588 0.9588 0.9602 0.9580
S2 0.9571 0.9571 0.9598
S3 0.9529 0.9546 0.9594
S4 0.9487 0.9504 0.9583
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0283 1.0182 0.9737
R3 1.0045 0.9944 0.9671
R2 0.9807 0.9807 0.9650
R1 0.9706 0.9706 0.9628 0.9757
PP 0.9569 0.9569 0.9569 0.9594
S1 0.9468 0.9468 0.9584 0.9519
S2 0.9331 0.9331 0.9562
S3 0.9093 0.9230 0.9541
S4 0.8855 0.8992 0.9475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9669 0.9431 0.0238 2.5% 0.0077 0.8% 74% False False 70,113
10 0.9669 0.9409 0.0260 2.7% 0.0077 0.8% 76% False False 72,162
20 0.9846 0.9409 0.0437 4.5% 0.0079 0.8% 45% False False 76,485
40 0.9846 0.9409 0.0437 4.5% 0.0081 0.8% 45% False False 43,134
60 0.9955 0.9409 0.0546 5.7% 0.0070 0.7% 36% False False 28,860
80 0.9955 0.9409 0.0546 5.7% 0.0063 0.7% 36% False False 21,678
100 0.9955 0.9409 0.0546 5.7% 0.0059 0.6% 36% False False 17,377
120 1.0032 0.9409 0.0623 6.5% 0.0055 0.6% 32% False False 14,499
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9816
2.618 0.9747
1.618 0.9705
1.000 0.9679
0.618 0.9663
HIGH 0.9637
0.618 0.9621
0.500 0.9616
0.382 0.9611
LOW 0.9595
0.618 0.9569
1.000 0.9553
1.618 0.9527
2.618 0.9485
4.250 0.9417
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 0.9616 0.9594
PP 0.9613 0.9582
S1 0.9609 0.9570

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

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