CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	0.9664	0.9667	0.0003	0.0%	0.9585
High	0.9666	0.9704	0.0038	0.4%	0.9681
Low	0.9634	0.9651	0.0017	0.2%	0.9577
Close	0.9651	0.9667	0.0016	0.2%	0.9651
Range	0.0032	0.0053	0.0021	65.6%	0.0104
ATR	0.0052	0.0052	0.0000	0.1%	0.0000
Volume	37,557	52,623	15,066	40.1%	157,319

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9833	0.9803	0.9696
R3	0.9780	0.9750	0.9682
R2	0.9727	0.9727	0.9677
R1	0.9697	0.9697	0.9672	0.9694
PP	0.9674	0.9674	0.9674	0.9672
S1	0.9644	0.9644	0.9662	0.9641
S2	0.9621	0.9621	0.9657
S3	0.9568	0.9591	0.9652
S4	0.9515	0.9538	0.9638

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9904	0.9708
R3	0.9844	0.9800	0.9680
R2	0.9740	0.9740	0.9670
R1	0.9696	0.9696	0.9661	0.9718
PP	0.9636	0.9636	0.9636	0.9648
S1	0.9592	0.9592	0.9641	0.9614
S2	0.9532	0.9532	0.9632
S3	0.9428	0.9488	0.9622
S4	0.9324	0.9384	0.9594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9704	0.9609	0.0095	1.0%	0.0042	0.4%	61%	True	False	38,801
10	0.9704	0.9445	0.0259	2.7%	0.0052	0.5%	86%	True	False	22,781
20	0.9704	0.9437	0.0267	2.8%	0.0050	0.5%	86%	True	False	12,139
40	0.9726	0.9437	0.0289	3.0%	0.0051	0.5%	80%	False	False	6,351
60	0.9726	0.9390	0.0336	3.5%	0.0054	0.6%	82%	False	False	4,361
80	0.9822	0.9390	0.0432	4.5%	0.0058	0.6%	64%	False	False	3,331
100	0.9924	0.9390	0.0534	5.5%	0.0056	0.6%	52%	False	False	2,701
120	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	52%	False	False	2,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9929
2.618	0.9843
1.618	0.9790
1.000	0.9757
0.618	0.9737
HIGH	0.9704
0.618	0.9684
0.500	0.9678
0.382	0.9671
LOW	0.9651
0.618	0.9618
1.000	0.9598
1.618	0.9565
2.618	0.9512
4.250	0.9426

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	0.9678	0.9669
PP	0.9674	0.9668
S1	0.9671	0.9668

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