CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 0.9685 0.9658 -0.0027 -0.3% 0.9692
High 0.9686 0.9664 -0.0022 -0.2% 0.9692
Low 0.9625 0.9635 0.0010 0.1% 0.9615
Close 0.9659 0.9640 -0.0019 -0.2% 0.9659
Range 0.0061 0.0029 -0.0032 -52.5% 0.0077
ATR 0.0059 0.0057 -0.0002 -3.6% 0.0000
Volume 546 882 336 61.5% 2,360
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9733 0.9716 0.9656
R3 0.9704 0.9687 0.9648
R2 0.9675 0.9675 0.9645
R1 0.9658 0.9658 0.9643 0.9652
PP 0.9646 0.9646 0.9646 0.9644
S1 0.9629 0.9629 0.9637 0.9623
S2 0.9617 0.9617 0.9635
S3 0.9588 0.9600 0.9632
S4 0.9559 0.9571 0.9624
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9886 0.9850 0.9701
R3 0.9809 0.9773 0.9680
R2 0.9732 0.9732 0.9673
R1 0.9696 0.9696 0.9666 0.9676
PP 0.9655 0.9655 0.9655 0.9645
S1 0.9619 0.9619 0.9652 0.9599
S2 0.9578 0.9578 0.9645
S3 0.9501 0.9542 0.9638
S4 0.9424 0.9465 0.9617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9686 0.9615 0.0071 0.7% 0.0046 0.5% 35% False False 538
10 0.9702 0.9544 0.0158 1.6% 0.0053 0.5% 61% False False 744
20 0.9726 0.9544 0.0182 1.9% 0.0052 0.5% 53% False False 584
40 0.9726 0.9390 0.0336 3.5% 0.0055 0.6% 74% False False 472
60 0.9822 0.9390 0.0432 4.5% 0.0060 0.6% 58% False False 405
80 0.9924 0.9390 0.0534 5.5% 0.0057 0.6% 47% False False 351
100 0.9924 0.9390 0.0534 5.5% 0.0053 0.5% 47% False False 291
120 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 47% False False 254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9787
2.618 0.9740
1.618 0.9711
1.000 0.9693
0.618 0.9682
HIGH 0.9664
0.618 0.9653
0.500 0.9650
0.382 0.9646
LOW 0.9635
0.618 0.9617
1.000 0.9606
1.618 0.9588
2.618 0.9559
4.250 0.9512
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 0.9650 0.9653
PP 0.9646 0.9649
S1 0.9643 0.9644

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

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