CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 0.9601 0.9614 0.0013 0.1% 0.9560
High 0.9622 0.9652 0.0030 0.3% 0.9622
Low 0.9589 0.9614 0.0025 0.3% 0.9535
Close 0.9610 0.9635 0.0025 0.3% 0.9610
Range 0.0033 0.0038 0.0005 15.2% 0.0087
ATR 0.0064 0.0063 -0.0002 -2.5% 0.0000
Volume 218 448 230 105.5% 745
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9748 0.9729 0.9656
R3 0.9710 0.9691 0.9645
R2 0.9672 0.9672 0.9642
R1 0.9653 0.9653 0.9638 0.9663
PP 0.9634 0.9634 0.9634 0.9638
S1 0.9615 0.9615 0.9632 0.9625
S2 0.9596 0.9596 0.9628
S3 0.9558 0.9577 0.9625
S4 0.9520 0.9539 0.9614
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9850 0.9817 0.9658
R3 0.9763 0.9730 0.9634
R2 0.9676 0.9676 0.9626
R1 0.9643 0.9643 0.9618 0.9660
PP 0.9589 0.9589 0.9589 0.9597
S1 0.9556 0.9556 0.9602 0.9573
S2 0.9502 0.9502 0.9594
S3 0.9415 0.9469 0.9586
S4 0.9328 0.9382 0.9562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9652 0.9535 0.0117 1.2% 0.0054 0.6% 85% True False 215
10 0.9652 0.9445 0.0207 2.1% 0.0054 0.6% 92% True False 224
20 0.9652 0.9390 0.0262 2.7% 0.0058 0.6% 94% True False 360
40 0.9822 0.9390 0.0432 4.5% 0.0064 0.7% 57% False False 316
60 0.9924 0.9390 0.0534 5.5% 0.0059 0.6% 46% False False 273
80 0.9924 0.9390 0.0534 5.5% 0.0053 0.6% 46% False False 218
100 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 46% False False 188
120 0.9975 0.9390 0.0585 6.1% 0.0046 0.5% 42% False False 164
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9814
2.618 0.9751
1.618 0.9713
1.000 0.9690
0.618 0.9675
HIGH 0.9652
0.618 0.9637
0.500 0.9633
0.382 0.9629
LOW 0.9614
0.618 0.9591
1.000 0.9576
1.618 0.9553
2.618 0.9515
4.250 0.9453
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 0.9634 0.9623
PP 0.9634 0.9611
S1 0.9633 0.9599

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

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