CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 0.9555 0.9530 -0.0025 -0.3% 0.9585
High 0.9564 0.9547 -0.0017 -0.2% 0.9607
Low 0.9510 0.9527 0.0017 0.2% 0.9510
Close 0.9525 0.9534 0.0009 0.1% 0.9525
Range 0.0054 0.0020 -0.0034 -63.0% 0.0097
ATR 0.0048 0.0046 -0.0002 -3.9% 0.0000
Volume 56,905 26,870 -30,035 -52.8% 213,889
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9596 0.9585 0.9545
R3 0.9576 0.9565 0.9540
R2 0.9556 0.9556 0.9538
R1 0.9545 0.9545 0.9536 0.9551
PP 0.9536 0.9536 0.9536 0.9539
S1 0.9525 0.9525 0.9532 0.9531
S2 0.9516 0.9516 0.9530
S3 0.9496 0.9505 0.9529
S4 0.9476 0.9485 0.9523
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9838 0.9779 0.9578
R3 0.9741 0.9682 0.9552
R2 0.9644 0.9644 0.9543
R1 0.9585 0.9585 0.9534 0.9566
PP 0.9547 0.9547 0.9547 0.9538
S1 0.9488 0.9488 0.9516 0.9469
S2 0.9450 0.9450 0.9507
S3 0.9353 0.9391 0.9498
S4 0.9256 0.9294 0.9472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9600 0.9510 0.0090 0.9% 0.0043 0.4% 27% False False 41,932
10 0.9607 0.9510 0.0097 1.0% 0.0045 0.5% 25% False False 46,185
20 0.9728 0.9510 0.0218 2.3% 0.0047 0.5% 11% False False 46,154
40 0.9799 0.9510 0.0289 3.0% 0.0047 0.5% 8% False False 46,453
60 0.9799 0.9437 0.0362 3.8% 0.0048 0.5% 27% False False 35,015
80 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 27% False False 26,402
100 0.9799 0.9390 0.0409 4.3% 0.0052 0.5% 35% False False 21,197
120 0.9822 0.9390 0.0432 4.5% 0.0054 0.6% 33% False False 17,705
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9632
2.618 0.9599
1.618 0.9579
1.000 0.9567
0.618 0.9559
HIGH 0.9547
0.618 0.9539
0.500 0.9537
0.382 0.9535
LOW 0.9527
0.618 0.9515
1.000 0.9507
1.618 0.9495
2.618 0.9475
4.250 0.9442
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 0.9537 0.9555
PP 0.9536 0.9548
S1 0.9535 0.9541

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

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