CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 0.9696 0.9630 -0.0066 -0.7% 0.9702
High 0.9696 0.9632 -0.0064 -0.7% 0.9726
Low 0.9630 0.9585 -0.0045 -0.5% 0.9585
Close 0.9633 0.9595 -0.0038 -0.4% 0.9595
Range 0.0066 0.0047 -0.0019 -28.8% 0.0141
ATR 0.0061 0.0060 -0.0001 -1.5% 0.0000
Volume 394 292 -102 -25.9% 1,717
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9745 0.9717 0.9621
R3 0.9698 0.9670 0.9608
R2 0.9651 0.9651 0.9604
R1 0.9623 0.9623 0.9599 0.9614
PP 0.9604 0.9604 0.9604 0.9599
S1 0.9576 0.9576 0.9591 0.9567
S2 0.9557 0.9557 0.9586
S3 0.9510 0.9529 0.9582
S4 0.9463 0.9482 0.9569
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0058 0.9968 0.9673
R3 0.9917 0.9827 0.9634
R2 0.9776 0.9776 0.9621
R1 0.9686 0.9686 0.9608 0.9661
PP 0.9635 0.9635 0.9635 0.9623
S1 0.9545 0.9545 0.9582 0.9520
S2 0.9494 0.9494 0.9569
S3 0.9353 0.9404 0.9556
S4 0.9212 0.9263 0.9517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9726 0.9585 0.0141 1.5% 0.0053 0.5% 7% False True 343
10 0.9726 0.9585 0.0141 1.5% 0.0050 0.5% 7% False True 399
20 0.9726 0.9414 0.0312 3.3% 0.0052 0.5% 58% False False 339
40 0.9822 0.9390 0.0432 4.5% 0.0059 0.6% 47% False False 361
60 0.9924 0.9390 0.0534 5.6% 0.0063 0.7% 38% False False 299
80 0.9924 0.9390 0.0534 5.6% 0.0056 0.6% 38% False False 259
100 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 38% False False 217
120 0.9932 0.9390 0.0542 5.6% 0.0048 0.5% 38% False False 189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9832
2.618 0.9755
1.618 0.9708
1.000 0.9679
0.618 0.9661
HIGH 0.9632
0.618 0.9614
0.500 0.9609
0.382 0.9603
LOW 0.9585
0.618 0.9556
1.000 0.9538
1.618 0.9509
2.618 0.9462
4.250 0.9385
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 0.9609 0.9656
PP 0.9604 0.9635
S1 0.9600 0.9615

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

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