CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	0.9692	0.9683	-0.0009	-0.1%	0.9607
High	0.9702	0.9687	-0.0015	-0.2%	0.9702
Low	0.9670	0.9656	-0.0014	-0.1%	0.9597
Close	0.9686	0.9673	-0.0013	-0.1%	0.9673
Range	0.0032	0.0031	-0.0001	-3.1%	0.0105
ATR	0.0057	0.0055	-0.0002	-3.2%	0.0000
Volume	55,607	18,110	-37,497	-67.4%	271,513

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9765	0.9750	0.9690
R3	0.9734	0.9719	0.9682
R2	0.9703	0.9703	0.9679
R1	0.9688	0.9688	0.9676	0.9680
PP	0.9672	0.9672	0.9672	0.9668
S1	0.9657	0.9657	0.9670	0.9649
S2	0.9641	0.9641	0.9667
S3	0.9610	0.9626	0.9664
S4	0.9579	0.9595	0.9656

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9972	0.9928	0.9731
R3	0.9867	0.9823	0.9702
R2	0.9762	0.9762	0.9692
R1	0.9718	0.9718	0.9683	0.9740
PP	0.9657	0.9657	0.9657	0.9669
S1	0.9613	0.9613	0.9663	0.9635
S2	0.9552	0.9552	0.9654
S3	0.9447	0.9508	0.9644
S4	0.9342	0.9403	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9702	0.9597	0.0105	1.1%	0.0043	0.4%	72%	False	False	54,302
10	0.9702	0.9461	0.0241	2.5%	0.0053	0.5%	88%	False	False	57,637
20	0.9708	0.9455	0.0253	2.6%	0.0053	0.6%	86%	False	False	57,553
40	0.9749	0.9455	0.0294	3.0%	0.0056	0.6%	74%	False	False	59,289
60	0.9749	0.9409	0.0340	3.5%	0.0064	0.7%	78%	False	False	65,283
80	0.9846	0.9409	0.0437	4.5%	0.0068	0.7%	60%	False	False	54,201
100	0.9955	0.9409	0.0546	5.6%	0.0066	0.7%	48%	False	False	43,454
120	0.9955	0.9409	0.0546	5.6%	0.0062	0.6%	48%	False	False	36,235

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9768
1.618	0.9737
1.000	0.9718
0.618	0.9706
HIGH	0.9687
0.618	0.9675
0.500	0.9672
0.382	0.9668
LOW	0.9656
0.618	0.9637
1.000	0.9625
1.618	0.9606
2.618	0.9575
4.250	0.9524

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	0.9673	0.9674
PP	0.9672	0.9674
S1	0.9672	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