CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 0.9867 0.9790 -0.0077 -0.8% 0.9895
High 0.9881 0.9815 -0.0066 -0.7% 0.9955
Low 0.9792 0.9760 -0.0032 -0.3% 0.9825
Close 0.9796 0.9799 0.0003 0.0% 0.9859
Range 0.0089 0.0055 -0.0034 -38.2% 0.0130
ATR 0.0051 0.0052 0.0000 0.5% 0.0000
Volume 1,161 654 -507 -43.7% 1,643
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 0.9956 0.9933 0.9829
R3 0.9901 0.9878 0.9814
R2 0.9846 0.9846 0.9809
R1 0.9823 0.9823 0.9804 0.9835
PP 0.9791 0.9791 0.9791 0.9797
S1 0.9768 0.9768 0.9794 0.9780
S2 0.9736 0.9736 0.9789
S3 0.9681 0.9713 0.9784
S4 0.9626 0.9658 0.9769
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0270 1.0194 0.9931
R3 1.0140 1.0064 0.9895
R2 1.0010 1.0010 0.9883
R1 0.9934 0.9934 0.9871 0.9907
PP 0.9880 0.9880 0.9880 0.9866
S1 0.9804 0.9804 0.9847 0.9777
S2 0.9750 0.9750 0.9835
S3 0.9620 0.9674 0.9823
S4 0.9490 0.9544 0.9788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9955 0.9760 0.0195 2.0% 0.0068 0.7% 20% False True 713
10 0.9955 0.9760 0.0195 2.0% 0.0053 0.5% 20% False True 429
20 0.9955 0.9693 0.0262 2.7% 0.0048 0.5% 40% False False 311
40 0.9955 0.9680 0.0275 2.8% 0.0046 0.5% 43% False False 222
60 0.9955 0.9637 0.0318 3.2% 0.0044 0.4% 51% False False 205
80 1.0032 0.9637 0.0395 4.0% 0.0042 0.4% 41% False False 182
100 1.0113 0.9637 0.0476 4.9% 0.0038 0.4% 34% False False 147
120 1.0113 0.9637 0.0476 4.9% 0.0033 0.3% 34% False False 125
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 True
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 0.9959
1.618 0.9904
1.000 0.9870
0.618 0.9849
HIGH 0.9815
0.618 0.9794
0.500 0.9788
0.382 0.9781
LOW 0.9760
0.618 0.9726
1.000 0.9705
1.618 0.9671
2.618 0.9616
4.250 0.9526
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 0.9795 0.9822
PP 0.9791 0.9814
S1 0.9788 0.9807

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

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