CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 0.9640 0.9665 0.0025 0.3% 0.9594
High 0.9660 0.9680 0.0020 0.2% 0.9702
Low 0.9615 0.9620 0.0005 0.1% 0.9544
Close 0.9650 0.9680 0.0030 0.3% 0.9702
Range 0.0045 0.0060 0.0015 33.3% 0.0158
ATR 0.0059 0.0059 0.0000 0.1% 0.0000
Volume 440 554 114 25.9% 4,892
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9840 0.9820 0.9713
R3 0.9780 0.9760 0.9697
R2 0.9720 0.9720 0.9691
R1 0.9700 0.9700 0.9686 0.9710
PP 0.9660 0.9660 0.9660 0.9665
S1 0.9640 0.9640 0.9675 0.9650
S2 0.9600 0.9600 0.9669
S3 0.9540 0.9580 0.9664
S4 0.9480 0.9520 0.9647
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 0.9615 0.0087 0.9% 0.0048 0.5% 75% False False 963
10 0.9702 0.9544 0.0158 1.6% 0.0052 0.5% 86% False False 699
20 0.9726 0.9544 0.0182 1.9% 0.0051 0.5% 75% False False 545
40 0.9726 0.9390 0.0336 3.5% 0.0058 0.6% 86% False False 463
60 0.9822 0.9390 0.0432 4.5% 0.0062 0.6% 67% False False 388
80 0.9924 0.9390 0.0534 5.5% 0.0057 0.6% 54% False False 339
100 0.9924 0.9390 0.0534 5.5% 0.0053 0.5% 54% False False 278
120 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 54% False False 242
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9935
2.618 0.9837
1.618 0.9777
1.000 0.9740
0.618 0.9717
HIGH 0.9680
0.618 0.9657
0.500 0.9650
0.382 0.9643
LOW 0.9620
0.618 0.9583
1.000 0.9560
1.618 0.9523
2.618 0.9463
4.250 0.9365
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 0.9670 0.9669
PP 0.9660 0.9658
S1 0.9650 0.9648

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

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