CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 0.9809 0.9779 -0.0030 -0.3% 0.9860
High 0.9826 0.9779 -0.0047 -0.5% 0.9883
Low 0.9770 0.9657 -0.0113 -1.2% 0.9657
Close 0.9806 0.9696 -0.0110 -1.1% 0.9696
Range 0.0056 0.0122 0.0066 117.9% 0.0226
ATR 0.0052 0.0059 0.0007 13.3% 0.0000
Volume 616 554 -62 -10.1% 3,480
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0077 1.0008 0.9763
R3 0.9955 0.9886 0.9730
R2 0.9833 0.9833 0.9718
R1 0.9764 0.9764 0.9707 0.9738
PP 0.9711 0.9711 0.9711 0.9697
S1 0.9642 0.9642 0.9685 0.9616
S2 0.9589 0.9589 0.9674
S3 0.9467 0.9520 0.9662
S4 0.9345 0.9398 0.9629
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0423 1.0286 0.9820
R3 1.0197 1.0060 0.9758
R2 0.9971 0.9971 0.9737
R1 0.9834 0.9834 0.9717 0.9790
PP 0.9745 0.9745 0.9745 0.9723
S1 0.9608 0.9608 0.9675 0.9564
S2 0.9519 0.9519 0.9655
S3 0.9293 0.9382 0.9634
S4 0.9067 0.9156 0.9572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9883 0.9657 0.0226 2.3% 0.0072 0.7% 17% False True 696
10 0.9955 0.9657 0.0298 3.1% 0.0061 0.6% 13% False True 512
20 0.9955 0.9657 0.0298 3.1% 0.0053 0.6% 13% False True 351
40 0.9955 0.9657 0.0298 3.1% 0.0048 0.5% 13% False True 246
60 0.9955 0.9637 0.0318 3.3% 0.0045 0.5% 19% False False 222
80 1.0000 0.9637 0.0363 3.7% 0.0043 0.4% 16% False False 196
100 1.0113 0.9637 0.0476 4.9% 0.0039 0.4% 12% False False 159
120 1.0113 0.9637 0.0476 4.9% 0.0035 0.4% 12% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 1.0298
2.618 1.0098
1.618 0.9976
1.000 0.9901
0.618 0.9854
HIGH 0.9779
0.618 0.9732
0.500 0.9718
0.382 0.9704
LOW 0.9657
0.618 0.9582
1.000 0.9535
1.618 0.9460
2.618 0.9338
4.250 0.9139
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 0.9718 0.9742
PP 0.9711 0.9726
S1 0.9703 0.9711

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

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