CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 0.9685 0.9659 -0.0026 -0.3% 0.9560
High 0.9705 0.9715 0.0010 0.1% 0.9622
Low 0.9652 0.9659 0.0007 0.1% 0.9535
Close 0.9658 0.9688 0.0030 0.3% 0.9610
Range 0.0053 0.0056 0.0003 5.7% 0.0087
ATR 0.0062 0.0062 0.0000 -0.6% 0.0000
Volume 811 353 -458 -56.5% 745
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9855 0.9828 0.9719
R3 0.9799 0.9772 0.9703
R2 0.9743 0.9743 0.9698
R1 0.9716 0.9716 0.9693 0.9730
PP 0.9687 0.9687 0.9687 0.9694
S1 0.9660 0.9660 0.9683 0.9674
S2 0.9631 0.9631 0.9678
S3 0.9575 0.9604 0.9673
S4 0.9519 0.9548 0.9657
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 0.9715 0.9589 0.0126 1.3% 0.0048 0.5% 79% True False 411
10 0.9715 0.9535 0.0180 1.9% 0.0051 0.5% 85% True False 324
20 0.9715 0.9390 0.0325 3.4% 0.0057 0.6% 92% True False 315
40 0.9822 0.9390 0.0432 4.5% 0.0064 0.7% 69% False False 330
60 0.9924 0.9390 0.0534 5.5% 0.0060 0.6% 56% False False 276
80 0.9924 0.9390 0.0534 5.5% 0.0055 0.6% 56% False False 235
100 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 56% False False 200
120 0.9975 0.9390 0.0585 6.0% 0.0047 0.5% 51% False False 173
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9953
2.618 0.9862
1.618 0.9806
1.000 0.9771
0.618 0.9750
HIGH 0.9715
0.618 0.9694
0.500 0.9687
0.382 0.9680
LOW 0.9659
0.618 0.9624
1.000 0.9603
1.618 0.9568
2.618 0.9512
4.250 0.9421
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 0.9688 0.9683
PP 0.9687 0.9678
S1 0.9687 0.9673

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

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