CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 0.9587 0.9673 0.0086 0.9% 0.9616
High 0.9696 0.9724 0.0028 0.3% 0.9724
Low 0.9578 0.9650 0.0072 0.8% 0.9564
Close 0.9684 0.9723 0.0039 0.4% 0.9723
Range 0.0118 0.0074 -0.0044 -37.3% 0.0160
ATR 0.0068 0.0068 0.0000 0.7% 0.0000
Volume 80,137 80,585 448 0.6% 321,032
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9921 0.9896 0.9764
R3 0.9847 0.9822 0.9743
R2 0.9773 0.9773 0.9737
R1 0.9748 0.9748 0.9730 0.9761
PP 0.9699 0.9699 0.9699 0.9705
S1 0.9674 0.9674 0.9716 0.9687
S2 0.9625 0.9625 0.9709
S3 0.9551 0.9600 0.9703
S4 0.9477 0.9526 0.9682
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0150 1.0097 0.9811
R3 0.9990 0.9937 0.9767
R2 0.9830 0.9830 0.9752
R1 0.9777 0.9777 0.9738 0.9804
PP 0.9670 0.9670 0.9670 0.9684
S1 0.9617 0.9617 0.9708 0.9644
S2 0.9510 0.9510 0.9694
S3 0.9350 0.9457 0.9679
S4 0.9190 0.9297 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9724 0.9564 0.0160 1.6% 0.0069 0.7% 99% True False 64,206
10 0.9749 0.9564 0.0185 1.9% 0.0067 0.7% 86% False False 67,252
20 0.9749 0.9552 0.0197 2.0% 0.0062 0.6% 87% False False 63,161
40 0.9846 0.9409 0.0437 4.5% 0.0070 0.7% 72% False False 69,823
60 0.9846 0.9409 0.0437 4.5% 0.0075 0.8% 72% False False 49,810
80 0.9955 0.9409 0.0546 5.6% 0.0068 0.7% 58% False False 37,435
100 0.9955 0.9409 0.0546 5.6% 0.0063 0.6% 58% False False 29,975
120 0.9955 0.9409 0.0546 5.6% 0.0059 0.6% 58% False False 25,007
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0039
2.618 0.9918
1.618 0.9844
1.000 0.9798
0.618 0.9770
HIGH 0.9724
0.618 0.9696
0.500 0.9687
0.382 0.9678
LOW 0.9650
0.618 0.9604
1.000 0.9576
1.618 0.9530
2.618 0.9456
4.250 0.9336
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 0.9711 0.9697
PP 0.9699 0.9670
S1 0.9687 0.9644

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

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