CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	0.9673	0.9661	-0.0012	-0.1%	0.9706
High	0.9687	0.9663	-0.0024	-0.2%	0.9719
Low	0.9656	0.9607	-0.0049	-0.5%	0.9635
Close	0.9661	0.9620	-0.0041	-0.4%	0.9680
Range	0.0031	0.0056	0.0025	80.6%	0.0084
ATR	0.0061	0.0061	0.0000	-0.6%	0.0000
Volume	34,943	64,708	29,765	85.2%	253,901

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9798	0.9765	0.9651
R3	0.9742	0.9709	0.9635
R2	0.9686	0.9686	0.9630
R1	0.9653	0.9653	0.9625	0.9642
PP	0.9630	0.9630	0.9630	0.9624
S1	0.9597	0.9597	0.9615	0.9586
S2	0.9574	0.9574	0.9610
S3	0.9518	0.9541	0.9605
S4	0.9462	0.9485	0.9589

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9930	0.9889	0.9726
R3	0.9846	0.9805	0.9703
R2	0.9762	0.9762	0.9695
R1	0.9721	0.9721	0.9688	0.9700
PP	0.9678	0.9678	0.9678	0.9667
S1	0.9637	0.9637	0.9672	0.9616
S2	0.9594	0.9594	0.9665
S3	0.9510	0.9553	0.9657
S4	0.9426	0.9469	0.9634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9708	0.9607	0.0101	1.0%	0.0052	0.5%	13%	False	True	52,757
10	0.9724	0.9564	0.0160	1.7%	0.0061	0.6%	35%	False	False	58,109
20	0.9749	0.9564	0.0185	1.9%	0.0059	0.6%	30%	False	False	60,376
40	0.9749	0.9409	0.0340	3.5%	0.0065	0.7%	62%	False	False	64,668
60	0.9846	0.9409	0.0437	4.5%	0.0071	0.7%	48%	False	False	55,567
80	0.9955	0.9409	0.0546	5.7%	0.0069	0.7%	39%	False	False	41,842
100	0.9955	0.9409	0.0546	5.7%	0.0064	0.7%	39%	False	False	33,502
120	0.9955	0.9409	0.0546	5.7%	0.0060	0.6%	39%	False	False	27,943

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9901
2.618	0.9810
1.618	0.9754
1.000	0.9719
0.618	0.9698
HIGH	0.9663
0.618	0.9642
0.500	0.9635
0.382	0.9628
LOW	0.9607
0.618	0.9572
1.000	0.9551
1.618	0.9516
2.618	0.9460
4.250	0.9369

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	0.9635	0.9658
PP	0.9630	0.9645
S1	0.9625	0.9633

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