CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	0.9707	0.9686	-0.0021	-0.2%	0.9667
High	0.9723	0.9703	-0.0020	-0.2%	0.9799
Low	0.9678	0.9671	-0.0007	-0.1%	0.9651
Close	0.9690	0.9678	-0.0012	-0.1%	0.9695
Range	0.0045	0.0032	-0.0013	-28.9%	0.0148
ATR	0.0055	0.0053	-0.0002	-3.0%	0.0000
Volume	37,215	42,435	5,220	14.0%	301,955

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9780	0.9761	0.9696
R3	0.9748	0.9729	0.9687
R2	0.9716	0.9716	0.9684
R1	0.9697	0.9697	0.9681	0.9691
PP	0.9684	0.9684	0.9684	0.9681
S1	0.9665	0.9665	0.9675	0.9659
S2	0.9652	0.9652	0.9672
S3	0.9620	0.9633	0.9669
S4	0.9588	0.9601	0.9660

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0159	1.0075	0.9776
R3	1.0011	0.9927	0.9736
R2	0.9863	0.9863	0.9722
R1	0.9779	0.9779	0.9709	0.9821
PP	0.9715	0.9715	0.9715	0.9736
S1	0.9631	0.9631	0.9681	0.9673
S2	0.9567	0.9567	0.9668
S3	0.9419	0.9483	0.9654
S4	0.9271	0.9335	0.9614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9799	0.9671	0.0128	1.3%	0.0047	0.5%	5%	False	True	50,685
10	0.9799	0.9634	0.0165	1.7%	0.0051	0.5%	27%	False	False	50,158
20	0.9799	0.9445	0.0354	3.7%	0.0052	0.5%	66%	False	False	30,349
40	0.9799	0.9437	0.0362	3.7%	0.0053	0.5%	67%	False	False	15,633
60	0.9799	0.9390	0.0409	4.2%	0.0053	0.6%	70%	False	False	10,528
80	0.9822	0.9390	0.0432	4.5%	0.0057	0.6%	67%	False	False	7,988
100	0.9924	0.9390	0.0534	5.5%	0.0057	0.6%	54%	False	False	6,424
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	54%	False	False	5,376

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9839
2.618	0.9787
1.618	0.9755
1.000	0.9735
0.618	0.9723
HIGH	0.9703
0.618	0.9691
0.500	0.9687
0.382	0.9683
LOW	0.9671
0.618	0.9651
1.000	0.9639
1.618	0.9619
2.618	0.9587
4.250	0.9535

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	0.9687	0.9697
PP	0.9684	0.9691
S1	0.9681	0.9684

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