CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 0.9521 0.9517 -0.0004 0.0% 0.9492
High 0.9543 0.9632 0.0089 0.9% 0.9632
Low 0.9506 0.9516 0.0010 0.1% 0.9461
Close 0.9519 0.9614 0.0095 1.0% 0.9614
Range 0.0037 0.0116 0.0079 213.5% 0.0171
ATR 0.0056 0.0060 0.0004 7.6% 0.0000
Volume 54,395 74,623 20,228 37.2% 249,655
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9935 0.9891 0.9678
R3 0.9819 0.9775 0.9646
R2 0.9703 0.9703 0.9635
R1 0.9659 0.9659 0.9625 0.9681
PP 0.9587 0.9587 0.9587 0.9599
S1 0.9543 0.9543 0.9603 0.9565
S2 0.9471 0.9471 0.9593
S3 0.9355 0.9427 0.9582
S4 0.9239 0.9311 0.9550
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0082 1.0019 0.9708
R3 0.9911 0.9848 0.9661
R2 0.9740 0.9740 0.9645
R1 0.9677 0.9677 0.9630 0.9709
PP 0.9569 0.9569 0.9569 0.9585
S1 0.9506 0.9506 0.9598 0.9538
S2 0.9398 0.9398 0.9583
S3 0.9227 0.9335 0.9567
S4 0.9056 0.9164 0.9520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9632 0.9461 0.0171 1.8% 0.0062 0.6% 89% True False 60,971
10 0.9632 0.9455 0.0177 1.8% 0.0056 0.6% 90% True False 56,945
20 0.9724 0.9455 0.0269 2.8% 0.0056 0.6% 59% False False 58,012
40 0.9749 0.9455 0.0294 3.1% 0.0058 0.6% 54% False False 60,123
60 0.9846 0.9409 0.0437 4.5% 0.0066 0.7% 47% False False 65,348
80 0.9846 0.9409 0.0437 4.5% 0.0070 0.7% 47% False False 50,861
100 0.9955 0.9409 0.0546 5.7% 0.0066 0.7% 38% False False 40,746
120 0.9955 0.9409 0.0546 5.7% 0.0062 0.6% 38% False False 33,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 0.9936
1.618 0.9820
1.000 0.9748
0.618 0.9704
HIGH 0.9632
0.618 0.9588
0.500 0.9574
0.382 0.9560
LOW 0.9516
0.618 0.9444
1.000 0.9400
1.618 0.9328
2.618 0.9212
4.250 0.9023
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 0.9601 0.9595
PP 0.9587 0.9576
S1 0.9574 0.9557

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

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