CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	0.9658	0.9638	-0.0020	-0.2%	0.9692
High	0.9664	0.9638	-0.0026	-0.3%	0.9692
Low	0.9635	0.9588	-0.0047	-0.5%	0.9615
Close	0.9640	0.9599	-0.0041	-0.4%	0.9659
Range	0.0029	0.0050	0.0021	72.4%	0.0077
ATR	0.0057	0.0057	0.0000	-0.6%	0.0000
Volume	882	324	-558	-63.3%	2,360

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9758	0.9729	0.9627
R3	0.9708	0.9679	0.9613
R2	0.9658	0.9658	0.9608
R1	0.9629	0.9629	0.9604	0.9619
PP	0.9608	0.9608	0.9608	0.9603
S1	0.9579	0.9579	0.9594	0.9569
S2	0.9558	0.9558	0.9590
S3	0.9508	0.9529	0.9585
S4	0.9458	0.9479	0.9572

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	0.9588	0.0098	1.0%	0.0049	0.5%	11%	False	True	549
10	0.9702	0.9544	0.0158	1.6%	0.0055	0.6%	35%	False	False	772
20	0.9726	0.9544	0.0182	1.9%	0.0051	0.5%	30%	False	False	588
40	0.9726	0.9390	0.0336	3.5%	0.0054	0.6%	62%	False	False	451
60	0.9822	0.9390	0.0432	4.5%	0.0060	0.6%	48%	False	False	407
80	0.9924	0.9390	0.0534	5.6%	0.0058	0.6%	39%	False	False	354
100	0.9924	0.9390	0.0534	5.6%	0.0053	0.6%	39%	False	False	295
120	0.9924	0.9390	0.0534	5.6%	0.0049	0.5%	39%	False	False	256

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9851
2.618	0.9769
1.618	0.9719
1.000	0.9688
0.618	0.9669
HIGH	0.9638
0.618	0.9619
0.500	0.9613
0.382	0.9607
LOW	0.9588
0.618	0.9557
1.000	0.9538
1.618	0.9507
2.618	0.9457
4.250	0.9376

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	0.9613	0.9637
PP	0.9608	0.9624
S1	0.9604	0.9612

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols