CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 0.9738 0.9720 -0.0018 -0.2% 0.9860
High 0.9738 0.9726 -0.0012 -0.1% 0.9883
Low 0.9663 0.9600 -0.0063 -0.7% 0.9657
Close 0.9710 0.9608 -0.0102 -1.1% 0.9696
Range 0.0075 0.0126 0.0051 68.0% 0.0226
ATR 0.0062 0.0067 0.0005 7.4% 0.0000
Volume 385 1,003 618 160.5% 3,480
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 1.0023 0.9941 0.9677
R3 0.9897 0.9815 0.9643
R2 0.9771 0.9771 0.9631
R1 0.9689 0.9689 0.9620 0.9667
PP 0.9645 0.9645 0.9645 0.9634
S1 0.9563 0.9563 0.9596 0.9541
S2 0.9519 0.9519 0.9585
S3 0.9393 0.9437 0.9573
S4 0.9267 0.9311 0.9539
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 0.9600 0.0226 2.4% 0.0090 0.9% 4% False True 927
10 0.9955 0.9600 0.0355 3.7% 0.0079 0.8% 2% False True 820
20 0.9955 0.9600 0.0355 3.7% 0.0063 0.7% 2% False True 509
40 0.9955 0.9600 0.0355 3.7% 0.0052 0.5% 2% False True 324
60 0.9955 0.9600 0.0355 3.7% 0.0048 0.5% 2% False True 267
80 1.0000 0.9600 0.0400 4.2% 0.0045 0.5% 2% False True 224
100 1.0113 0.9600 0.0513 5.3% 0.0042 0.4% 2% False True 193
120 1.0113 0.9600 0.0513 5.3% 0.0037 0.4% 2% False True 163
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 144 trading days
Fibonacci Retracements and Extensions
4.250 1.0262
2.618 1.0056
1.618 0.9930
1.000 0.9852
0.618 0.9804
HIGH 0.9726
0.618 0.9678
0.500 0.9663
0.382 0.9648
LOW 0.9600
0.618 0.9522
1.000 0.9474
1.618 0.9396
2.618 0.9270
4.250 0.9065
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 0.9663 0.9680
PP 0.9645 0.9656
S1 0.9626 0.9632

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

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