CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 0.9447 0.9457 0.0010 0.1% 0.9468
High 0.9468 0.9535 0.0067 0.7% 0.9505
Low 0.9445 0.9454 0.0009 0.1% 0.9390
Close 0.9462 0.9482 0.0020 0.2% 0.9415
Range 0.0023 0.0081 0.0058 252.2% 0.0115
ATR 0.0064 0.0065 0.0001 1.9% 0.0000
Volume 165 95 -70 -42.4% 884
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9733 0.9689 0.9527
R3 0.9652 0.9608 0.9504
R2 0.9571 0.9571 0.9497
R1 0.9527 0.9527 0.9489 0.9549
PP 0.9490 0.9490 0.9490 0.9502
S1 0.9446 0.9446 0.9475 0.9468
S2 0.9409 0.9409 0.9467
S3 0.9328 0.9365 0.9460
S4 0.9247 0.9284 0.9437
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9782 0.9713 0.9478
R3 0.9667 0.9598 0.9447
R2 0.9552 0.9552 0.9436
R1 0.9483 0.9483 0.9426 0.9460
PP 0.9437 0.9437 0.9437 0.9425
S1 0.9368 0.9368 0.9404 0.9345
S2 0.9322 0.9322 0.9394
S3 0.9207 0.9253 0.9383
S4 0.9092 0.9138 0.9352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9535 0.9390 0.0145 1.5% 0.0060 0.6% 63% True False 356
10 0.9552 0.9390 0.0162 1.7% 0.0058 0.6% 57% False False 326
20 0.9822 0.9390 0.0432 4.6% 0.0063 0.7% 21% False False 380
40 0.9844 0.9390 0.0454 4.8% 0.0067 0.7% 20% False False 302
60 0.9924 0.9390 0.0534 5.6% 0.0056 0.6% 17% False False 251
80 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 17% False False 200
100 0.9924 0.9390 0.0534 5.6% 0.0048 0.5% 17% False False 171
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9879
2.618 0.9747
1.618 0.9666
1.000 0.9616
0.618 0.9585
HIGH 0.9535
0.618 0.9504
0.500 0.9495
0.382 0.9485
LOW 0.9454
0.618 0.9404
1.000 0.9373
1.618 0.9323
2.618 0.9242
4.250 0.9110
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 0.9495 0.9480
PP 0.9490 0.9477
S1 0.9486 0.9475

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

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