CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	0.9635	0.9646	0.0011	0.1%	0.9692
High	0.9654	0.9664	0.0010	0.1%	0.9695
Low	0.9628	0.9609	-0.0019	-0.2%	0.9581
Close	0.9645	0.9620	-0.0025	-0.3%	0.9654
Range	0.0026	0.0055	0.0029	111.5%	0.0114
ATR	0.0047	0.0048	0.0001	1.1%	0.0000
Volume	25,884	35,452	9,568	37.0%	238,155

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9796	0.9763	0.9650
R3	0.9741	0.9708	0.9635
R2	0.9686	0.9686	0.9630
R1	0.9653	0.9653	0.9625	0.9642
PP	0.9631	0.9631	0.9631	0.9626
S1	0.9598	0.9598	0.9615	0.9587
S2	0.9576	0.9576	0.9610
S3	0.9521	0.9543	0.9605
S4	0.9466	0.9488	0.9590

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9934	0.9717
R3	0.9871	0.9820	0.9685
R2	0.9757	0.9757	0.9675
R1	0.9706	0.9706	0.9664	0.9675
PP	0.9643	0.9643	0.9643	0.9628
S1	0.9592	0.9592	0.9644	0.9561
S2	0.9529	0.9529	0.9633
S3	0.9415	0.9478	0.9623
S4	0.9301	0.9364	0.9591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9664	0.9581	0.0083	0.9%	0.0049	0.5%	47%	True	False	42,716
10	0.9701	0.9581	0.0120	1.2%	0.0045	0.5%	33%	False	False	43,012
20	0.9799	0.9581	0.0218	2.3%	0.0048	0.5%	18%	False	False	45,958
40	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	51%	False	False	30,310
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	51%	False	False	20,401
80	0.9799	0.9390	0.0409	4.3%	0.0052	0.5%	56%	False	False	15,391
100	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	53%	False	False	12,367
120	0.9924	0.9390	0.0534	5.6%	0.0055	0.6%	43%	False	False	10,337

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

Fibonacci Retracements and Extensions
4.250	0.9898
2.618	0.9808
1.618	0.9753
1.000	0.9719
0.618	0.9698
HIGH	0.9664
0.618	0.9643
0.500	0.9637
0.382	0.9630
LOW	0.9609
0.618	0.9575
1.000	0.9554
1.618	0.9520
2.618	0.9465
4.250	0.9375

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	0.9637	0.9626
PP	0.9631	0.9624
S1	0.9626	0.9622

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