CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	0.9696	0.9663	-0.0033	-0.3%	0.9616
High	0.9705	0.9683	-0.0022	-0.2%	0.9724
Low	0.9656	0.9635	-0.0021	-0.2%	0.9564
Close	0.9660	0.9671	0.0011	0.1%	0.9723
Range	0.0049	0.0048	-0.0001	-2.0%	0.0160
ATR	0.0065	0.0064	-0.0001	-1.8%	0.0000
Volume	48,308	43,498	-4,810	-10.0%	321,032

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9807	0.9787	0.9697
R3	0.9759	0.9739	0.9684
R2	0.9711	0.9711	0.9680
R1	0.9691	0.9691	0.9675	0.9701
PP	0.9663	0.9663	0.9663	0.9668
S1	0.9643	0.9643	0.9667	0.9653
S2	0.9615	0.9615	0.9662
S3	0.9567	0.9595	0.9658
S4	0.9519	0.9547	0.9645

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	0.9578	0.0146	1.5%	0.0065	0.7%	64%	False	False	58,797
10	0.9745	0.9564	0.0181	1.9%	0.0063	0.7%	59%	False	False	60,459
20	0.9749	0.9564	0.0185	1.9%	0.0058	0.6%	58%	False	False	60,104
40	0.9808	0.9409	0.0399	4.1%	0.0070	0.7%	66%	False	False	69,235
60	0.9846	0.9409	0.0437	4.5%	0.0073	0.8%	60%	False	False	51,977
80	0.9955	0.9409	0.0546	5.6%	0.0068	0.7%	48%	False	False	39,095
100	0.9955	0.9409	0.0546	5.6%	0.0063	0.7%	48%	False	False	31,304
120	0.9955	0.9409	0.0546	5.6%	0.0059	0.6%	48%	False	False	26,116

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	0.9887
2.618	0.9809
1.618	0.9761
1.000	0.9731
0.618	0.9713
HIGH	0.9683
0.618	0.9665
0.500	0.9659
0.382	0.9653
LOW	0.9635
0.618	0.9605
1.000	0.9587
1.618	0.9557
2.618	0.9509
4.250	0.9431

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	0.9667	0.9677
PP	0.9663	0.9675
S1	0.9659	0.9673

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