CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	0.9659	0.9706	0.0047	0.5%	0.9607
High	0.9717	0.9732	0.0015	0.2%	0.9644
Low	0.9649	0.9673	0.0024	0.2%	0.9552
Close	0.9714	0.9680	-0.0034	-0.4%	0.9631
Range	0.0068	0.0059	-0.0009	-13.2%	0.0092
ATR	0.0071	0.0070	-0.0001	-1.2%	0.0000
Volume	68,019	70,731	2,712	4.0%	290,546

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9872	0.9835	0.9712
R3	0.9813	0.9776	0.9696
R2	0.9754	0.9754	0.9691
R1	0.9717	0.9717	0.9685	0.9706
PP	0.9695	0.9695	0.9695	0.9690
S1	0.9658	0.9658	0.9675	0.9647
S2	0.9636	0.9636	0.9669
S3	0.9577	0.9599	0.9664
S4	0.9518	0.9540	0.9648

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9885	0.9850	0.9682
R3	0.9793	0.9758	0.9656
R2	0.9701	0.9701	0.9648
R1	0.9666	0.9666	0.9639	0.9684
PP	0.9609	0.9609	0.9609	0.9618
S1	0.9574	0.9574	0.9623	0.9592
S2	0.9517	0.9517	0.9614
S3	0.9425	0.9482	0.9606
S4	0.9333	0.9390	0.9580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9732	0.9565	0.0167	1.7%	0.0054	0.6%	69%	True	False	57,115
10	0.9732	0.9502	0.0230	2.4%	0.0069	0.7%	77%	True	False	64,198
20	0.9732	0.9409	0.0323	3.3%	0.0070	0.7%	84%	True	False	67,953
40	0.9846	0.9409	0.0437	4.5%	0.0076	0.8%	62%	False	False	54,901
60	0.9955	0.9409	0.0546	5.6%	0.0073	0.8%	50%	False	False	36,840
80	0.9955	0.9409	0.0546	5.6%	0.0066	0.7%	50%	False	False	27,667
100	0.9955	0.9409	0.0546	5.6%	0.0060	0.6%	50%	False	False	22,160
120	1.0000	0.9409	0.0591	6.1%	0.0056	0.6%	46%	False	False	18,484

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9983
2.618	0.9886
1.618	0.9827
1.000	0.9791
0.618	0.9768
HIGH	0.9732
0.618	0.9709
0.500	0.9703
0.382	0.9696
LOW	0.9673
0.618	0.9637
1.000	0.9614
1.618	0.9578
2.618	0.9519
4.250	0.9422

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	0.9703	0.9681
PP	0.9695	0.9681
S1	0.9688	0.9680

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols