CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 0.9661 0.9661 0.0000 0.0% 0.9685
High 0.9668 0.9679 0.0011 0.1% 0.9723
Low 0.9637 0.9654 0.0017 0.2% 0.9651
Close 0.9661 0.9670 0.0009 0.1% 0.9689
Range 0.0031 0.0025 -0.0006 -19.4% 0.0072
ATR 0.0049 0.0047 -0.0002 -3.5% 0.0000
Volume 49,425 41,822 -7,603 -15.4% 194,724
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9743 0.9731 0.9684
R3 0.9718 0.9706 0.9677
R2 0.9693 0.9693 0.9675
R1 0.9681 0.9681 0.9672 0.9687
PP 0.9668 0.9668 0.9668 0.9671
S1 0.9656 0.9656 0.9668 0.9662
S2 0.9643 0.9643 0.9665
S3 0.9618 0.9631 0.9663
S4 0.9593 0.9606 0.9656
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9904 0.9868 0.9729
R3 0.9832 0.9796 0.9709
R2 0.9760 0.9760 0.9702
R1 0.9724 0.9724 0.9696 0.9742
PP 0.9688 0.9688 0.9688 0.9697
S1 0.9652 0.9652 0.9682 0.9670
S2 0.9616 0.9616 0.9676
S3 0.9544 0.9580 0.9669
S4 0.9472 0.9508 0.9649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9637 0.0088 0.9% 0.0037 0.4% 38% False False 43,799
10 0.9725 0.9637 0.0088 0.9% 0.0038 0.4% 38% False False 43,266
20 0.9799 0.9494 0.0305 3.2% 0.0050 0.5% 58% False False 42,474
40 0.9799 0.9437 0.0362 3.7% 0.0051 0.5% 64% False False 22,010
60 0.9799 0.9437 0.0362 3.7% 0.0051 0.5% 64% False False 14,786
80 0.9822 0.9390 0.0432 4.5% 0.0054 0.6% 65% False False 11,184
100 0.9844 0.9390 0.0454 4.7% 0.0057 0.6% 62% False False 8,992
120 0.9924 0.9390 0.0534 5.5% 0.0053 0.6% 52% False False 7,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0010
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.9785
2.618 0.9744
1.618 0.9719
1.000 0.9704
0.618 0.9694
HIGH 0.9679
0.618 0.9669
0.500 0.9667
0.382 0.9664
LOW 0.9654
0.618 0.9639
1.000 0.9629
1.618 0.9614
2.618 0.9589
4.250 0.9548
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 0.9669 0.9670
PP 0.9668 0.9670
S1 0.9667 0.9670

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

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