CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	0.9549	0.9588	0.0039	0.4%	0.9419
High	0.9611	0.9610	-0.0001	0.0%	0.9640
Low	0.9540	0.9535	-0.0005	-0.1%	0.9414
Close	0.9607	0.9565	-0.0042	-0.4%	0.9586
Range	0.0071	0.0075	0.0004	5.6%	0.0226
ATR	0.0067	0.0068	0.0001	0.8%	0.0000
Volume	161	113	-48	-29.8%	2,047

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9755	0.9606
R3	0.9720	0.9680	0.9586
R2	0.9645	0.9645	0.9579
R1	0.9605	0.9605	0.9572	0.9588
PP	0.9570	0.9570	0.9570	0.9561
S1	0.9530	0.9530	0.9558	0.9513
S2	0.9495	0.9495	0.9551
S3	0.9420	0.9455	0.9544
S4	0.9345	0.9380	0.9524

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0225	1.0131	0.9710
R3	0.9999	0.9905	0.9648
R2	0.9773	0.9773	0.9627
R1	0.9679	0.9679	0.9607	0.9726
PP	0.9547	0.9547	0.9547	0.9570
S1	0.9453	0.9453	0.9565	0.9500
S2	0.9321	0.9321	0.9545
S3	0.9095	0.9227	0.9524
S4	0.8869	0.9001	0.9462

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9640	0.9535	0.0105	1.1%	0.0062	0.6%	29%	False	True	236
10	0.9640	0.9390	0.0250	2.6%	0.0061	0.6%	70%	False	False	296
20	0.9785	0.9390	0.0395	4.1%	0.0067	0.7%	44%	False	False	375
40	0.9822	0.9390	0.0432	4.5%	0.0067	0.7%	41%	False	False	307
60	0.9924	0.9390	0.0534	5.6%	0.0058	0.6%	33%	False	False	268
80	0.9924	0.9390	0.0534	5.6%	0.0053	0.6%	33%	False	False	210
100	0.9924	0.9390	0.0534	5.6%	0.0049	0.5%	33%	False	False	181

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

Fibonacci Retracements and Extensions
4.250	0.9929
2.618	0.9806
1.618	0.9731
1.000	0.9685
0.618	0.9656
HIGH	0.9610
0.618	0.9581
0.500	0.9573
0.382	0.9564
LOW	0.9535
0.618	0.9489
1.000	0.9460
1.618	0.9414
2.618	0.9339
4.250	0.9216

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	0.9573	0.9573
PP	0.9570	0.9570
S1	0.9568	0.9568

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