CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 0.9694 0.9738 0.0044 0.5% 0.9860
High 0.9760 0.9738 -0.0022 -0.2% 0.9883
Low 0.9687 0.9663 -0.0024 -0.2% 0.9657
Close 0.9752 0.9710 -0.0042 -0.4% 0.9696
Range 0.0073 0.0075 0.0002 2.7% 0.0226
ATR 0.0060 0.0062 0.0002 3.5% 0.0000
Volume 2,077 385 -1,692 -81.5% 3,480
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 0.9929 0.9894 0.9751
R3 0.9854 0.9819 0.9731
R2 0.9779 0.9779 0.9724
R1 0.9744 0.9744 0.9717 0.9724
PP 0.9704 0.9704 0.9704 0.9694
S1 0.9669 0.9669 0.9703 0.9649
S2 0.9629 0.9629 0.9696
S3 0.9554 0.9594 0.9689
S4 0.9479 0.9519 0.9669
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 0.9826 0.9657 0.0169 1.7% 0.0076 0.8% 31% False False 857
10 0.9955 0.9657 0.0298 3.1% 0.0070 0.7% 18% False False 741
20 0.9955 0.9657 0.0298 3.1% 0.0058 0.6% 18% False False 465
40 0.9955 0.9657 0.0298 3.1% 0.0050 0.5% 18% False False 303
60 0.9955 0.9637 0.0318 3.3% 0.0046 0.5% 23% False False 259
80 1.0000 0.9637 0.0363 3.7% 0.0043 0.4% 20% False False 222
100 1.0113 0.9637 0.0476 4.9% 0.0041 0.4% 15% False False 183
120 1.0113 0.9637 0.0476 4.9% 0.0035 0.4% 15% False False 155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0057
2.618 0.9934
1.618 0.9859
1.000 0.9813
0.618 0.9784
HIGH 0.9738
0.618 0.9709
0.500 0.9701
0.382 0.9692
LOW 0.9663
0.618 0.9617
1.000 0.9588
1.618 0.9542
2.618 0.9467
4.250 0.9344
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 0.9707 0.9718
PP 0.9704 0.9715
S1 0.9701 0.9713

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

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