CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 0.9667 0.9663 -0.0004 0.0% 0.9585
High 0.9704 0.9711 0.0007 0.1% 0.9681
Low 0.9651 0.9655 0.0004 0.0% 0.9577
Close 0.9667 0.9694 0.0027 0.3% 0.9651
Range 0.0053 0.0056 0.0003 5.7% 0.0104
ATR 0.0052 0.0052 0.0000 0.5% 0.0000
Volume 52,623 51,327 -1,296 -2.5% 157,319
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9855 0.9830 0.9725
R3 0.9799 0.9774 0.9709
R2 0.9743 0.9743 0.9704
R1 0.9718 0.9718 0.9699 0.9731
PP 0.9687 0.9687 0.9687 0.9693
S1 0.9662 0.9662 0.9689 0.9675
S2 0.9631 0.9631 0.9684
S3 0.9575 0.9606 0.9679
S4 0.9519 0.9550 0.9663
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 0.9711 0.9625 0.0086 0.9% 0.0044 0.4% 80% True False 43,598
10 0.9711 0.9461 0.0250 2.6% 0.0053 0.5% 93% True False 27,747
20 0.9711 0.9437 0.0274 2.8% 0.0051 0.5% 94% True False 14,661
40 0.9726 0.9437 0.0289 3.0% 0.0051 0.5% 89% False False 7,622
60 0.9726 0.9390 0.0336 3.5% 0.0054 0.6% 90% False False 5,202
80 0.9822 0.9390 0.0432 4.5% 0.0058 0.6% 70% False False 3,969
100 0.9924 0.9390 0.0534 5.5% 0.0056 0.6% 57% False False 3,213
120 0.9924 0.9390 0.0534 5.5% 0.0053 0.5% 57% False False 2,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9949
2.618 0.9858
1.618 0.9802
1.000 0.9767
0.618 0.9746
HIGH 0.9711
0.618 0.9690
0.500 0.9683
0.382 0.9676
LOW 0.9655
0.618 0.9620
1.000 0.9599
1.618 0.9564
2.618 0.9508
4.250 0.9417
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 0.9690 0.9687
PP 0.9687 0.9680
S1 0.9683 0.9673

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

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