CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 0.9517 0.9607 0.0090 0.9% 0.9492
High 0.9632 0.9651 0.0019 0.2% 0.9632
Low 0.9516 0.9597 0.0081 0.9% 0.9461
Close 0.9614 0.9644 0.0030 0.3% 0.9614
Range 0.0116 0.0054 -0.0062 -53.4% 0.0171
ATR 0.0060 0.0060 0.0000 -0.8% 0.0000
Volume 74,623 52,731 -21,892 -29.3% 249,655
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9793 0.9772 0.9674
R3 0.9739 0.9718 0.9659
R2 0.9685 0.9685 0.9654
R1 0.9664 0.9664 0.9649 0.9675
PP 0.9631 0.9631 0.9631 0.9636
S1 0.9610 0.9610 0.9639 0.9621
S2 0.9577 0.9577 0.9634
S3 0.9523 0.9556 0.9629
S4 0.9469 0.9502 0.9614
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 0.9651 0.9461 0.0190 2.0% 0.0064 0.7% 96% True False 60,477
10 0.9651 0.9461 0.0190 2.0% 0.0055 0.6% 96% True False 54,667
20 0.9719 0.9455 0.0264 2.7% 0.0055 0.6% 72% False False 56,620
40 0.9749 0.9455 0.0294 3.0% 0.0059 0.6% 64% False False 59,890
60 0.9846 0.9409 0.0437 4.5% 0.0065 0.7% 54% False False 65,422
80 0.9846 0.9409 0.0437 4.5% 0.0070 0.7% 54% False False 51,512
100 0.9955 0.9409 0.0546 5.7% 0.0065 0.7% 43% False False 41,272
120 0.9955 0.9409 0.0546 5.7% 0.0062 0.6% 43% False False 34,415
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9881
2.618 0.9792
1.618 0.9738
1.000 0.9705
0.618 0.9684
HIGH 0.9651
0.618 0.9630
0.500 0.9624
0.382 0.9618
LOW 0.9597
0.618 0.9564
1.000 0.9543
1.618 0.9510
2.618 0.9456
4.250 0.9368
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 0.9637 0.9622
PP 0.9631 0.9600
S1 0.9624 0.9579

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

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