CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 0.9492 0.9489 -0.0003 0.0% 0.9508
High 0.9513 0.9543 0.0030 0.3% 0.9544
Low 0.9461 0.9482 0.0021 0.2% 0.9467
Close 0.9488 0.9526 0.0038 0.4% 0.9492
Range 0.0052 0.0061 0.0009 17.3% 0.0077
ATR 0.0057 0.0058 0.0000 0.4% 0.0000
Volume 71,556 49,081 -22,475 -31.4% 244,292
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9700 0.9674 0.9560
R3 0.9639 0.9613 0.9543
R2 0.9578 0.9578 0.9537
R1 0.9552 0.9552 0.9532 0.9565
PP 0.9517 0.9517 0.9517 0.9524
S1 0.9491 0.9491 0.9520 0.9504
S2 0.9456 0.9456 0.9515
S3 0.9395 0.9430 0.9509
S4 0.9334 0.9369 0.9492
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9732 0.9689 0.9534
R3 0.9655 0.9612 0.9513
R2 0.9578 0.9578 0.9506
R1 0.9535 0.9535 0.9499 0.9518
PP 0.9501 0.9501 0.9501 0.9493
S1 0.9458 0.9458 0.9485 0.9441
S2 0.9424 0.9424 0.9478
S3 0.9347 0.9381 0.9471
S4 0.9270 0.9304 0.9450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9543 0.9461 0.0082 0.9% 0.0049 0.5% 79% True False 55,418
10 0.9620 0.9455 0.0165 1.7% 0.0055 0.6% 43% False False 59,710
20 0.9724 0.9455 0.0269 2.8% 0.0058 0.6% 26% False False 58,909
40 0.9749 0.9455 0.0294 3.1% 0.0061 0.6% 24% False False 61,066
60 0.9846 0.9409 0.0437 4.6% 0.0065 0.7% 27% False False 64,441
80 0.9883 0.9409 0.0474 5.0% 0.0070 0.7% 25% False False 49,269
100 0.9955 0.9409 0.0546 5.7% 0.0066 0.7% 21% False False 39,462
120 0.9955 0.9409 0.0546 5.7% 0.0061 0.6% 21% False False 32,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9802
2.618 0.9703
1.618 0.9642
1.000 0.9604
0.618 0.9581
HIGH 0.9543
0.618 0.9520
0.500 0.9513
0.382 0.9505
LOW 0.9482
0.618 0.9444
1.000 0.9421
1.618 0.9383
2.618 0.9322
4.250 0.9223
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 0.9522 0.9518
PP 0.9517 0.9510
S1 0.9513 0.9502

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

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