CME Canadian Dollar Future December 2013

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

Day Change Summary
	Previous	Current
	24-Oct-2013	25-Oct-2013	Change	Change %	Previous Week
Open	0.9616	0.9582	-0.0034	-0.4%	0.9703
High	0.9634	0.9593	-0.0041	-0.4%	0.9728
Low	0.9566	0.9546	-0.0020	-0.2%	0.9546
Close	0.9580	0.9555	-0.0025	-0.3%	0.9555
Range	0.0068	0.0047	-0.0021	-30.9%	0.0182
ATR	0.0050	0.0050	0.0000	-0.5%	0.0000
Volume	56,769	45,193	-11,576	-20.4%	263,914

Daily Pivots for day following 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9706	0.9677	0.9581
R3	0.9659	0.9630	0.9568
R2	0.9612	0.9612	0.9564
R1	0.9583	0.9583	0.9559	0.9574
PP	0.9565	0.9565	0.9565	0.9560
S1	0.9536	0.9536	0.9551	0.9527
S2	0.9518	0.9518	0.9546
S3	0.9471	0.9489	0.9542
S4	0.9424	0.9442	0.9529

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0156	1.0037	0.9655
R3	0.9974	0.9855	0.9605
R2	0.9792	0.9792	0.9588
R1	0.9673	0.9673	0.9572	0.9642
PP	0.9610	0.9610	0.9610	0.9594
S1	0.9491	0.9491	0.9538	0.9460
S2	0.9428	0.9428	0.9522
S3	0.9246	0.9309	0.9505
S4	0.9064	0.9127	0.9455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9728	0.9546	0.0182	1.9%	0.0056	0.6%	5%	False	True	52,782
10	0.9728	0.9546	0.0182	1.9%	0.0049	0.5%	5%	False	True	45,644
20	0.9728	0.9546	0.0182	1.9%	0.0048	0.5%	5%	False	True	46,077
40	0.9799	0.9445	0.0354	3.7%	0.0050	0.5%	31%	False	False	39,905
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	33%	False	False	26,932
80	0.9799	0.9390	0.0409	4.3%	0.0051	0.5%	40%	False	False	20,284
100	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	38%	False	False	16,301
120	0.9924	0.9390	0.0534	5.6%	0.0056	0.6%	31%	False	False	13,613

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9793
2.618	0.9716
1.618	0.9669
1.000	0.9640
0.618	0.9622
HIGH	0.9593
0.618	0.9575
0.500	0.9570
0.382	0.9564
LOW	0.9546
0.618	0.9517
1.000	0.9499
1.618	0.9470
2.618	0.9423
4.250	0.9346

Fisher Pivots for day following 25-Oct-2013
Pivot	1 day	3 day
R1	0.9570	0.9629
PP	0.9565	0.9604
S1	0.9560	0.9580

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