CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 0.9692 0.9670 -0.0022 -0.2% 0.9594
High 0.9692 0.9670 -0.0022 -0.2% 0.9702
Low 0.9665 0.9635 -0.0030 -0.3% 0.9544
Close 0.9684 0.9639 -0.0045 -0.5% 0.9702
Range 0.0027 0.0035 0.0008 29.6% 0.0158
ATR 0.0061 0.0060 -0.0001 -1.4% 0.0000
Volume 548 272 -276 -50.4% 4,892
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9753 0.9731 0.9658
R3 0.9718 0.9696 0.9649
R2 0.9683 0.9683 0.9645
R1 0.9661 0.9661 0.9642 0.9655
PP 0.9648 0.9648 0.9648 0.9645
S1 0.9626 0.9626 0.9636 0.9620
S2 0.9613 0.9613 0.9633
S3 0.9578 0.9591 0.9629
S4 0.9543 0.9556 0.9620
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0123 1.0071 0.9789
R3 0.9965 0.9913 0.9745
R2 0.9807 0.9807 0.9731
R1 0.9755 0.9755 0.9716 0.9781
PP 0.9649 0.9649 0.9649 0.9663
S1 0.9597 0.9597 0.9688 0.9623
S2 0.9491 0.9491 0.9673
S3 0.9333 0.9439 0.9659
S4 0.9175 0.9281 0.9615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9702 0.9544 0.0158 1.6% 0.0060 0.6% 60% False False 995
10 0.9726 0.9544 0.0182 1.9% 0.0057 0.6% 52% False False 672
20 0.9726 0.9535 0.0191 2.0% 0.0052 0.5% 54% False False 508
40 0.9785 0.9390 0.0395 4.1% 0.0058 0.6% 63% False False 449
60 0.9822 0.9390 0.0432 4.5% 0.0062 0.6% 58% False False 378
80 0.9924 0.9390 0.0534 5.5% 0.0056 0.6% 47% False False 327
100 0.9924 0.9390 0.0534 5.5% 0.0052 0.5% 47% False False 268
120 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 47% False False 235
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9819
2.618 0.9762
1.618 0.9727
1.000 0.9705
0.618 0.9692
HIGH 0.9670
0.618 0.9657
0.500 0.9653
0.382 0.9648
LOW 0.9635
0.618 0.9613
1.000 0.9600
1.618 0.9578
2.618 0.9543
4.250 0.9486
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 0.9653 0.9666
PP 0.9648 0.9657
S1 0.9644 0.9648

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

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