CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 0.9720 0.9615 -0.0105 -1.1% 0.9860
High 0.9726 0.9693 -0.0033 -0.3% 0.9883
Low 0.9600 0.9595 -0.0005 -0.1% 0.9657
Close 0.9608 0.9677 0.0069 0.7% 0.9696
Range 0.0126 0.0098 -0.0028 -22.2% 0.0226
ATR 0.0067 0.0069 0.0002 3.4% 0.0000
Volume 1,003 1,731 728 72.6% 3,480
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 0.9949 0.9911 0.9731
R3 0.9851 0.9813 0.9704
R2 0.9753 0.9753 0.9695
R1 0.9715 0.9715 0.9686 0.9734
PP 0.9655 0.9655 0.9655 0.9665
S1 0.9617 0.9617 0.9668 0.9636
S2 0.9557 0.9557 0.9659
S3 0.9459 0.9519 0.9650
S4 0.9361 0.9421 0.9623
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 0.9779 0.9595 0.0184 1.9% 0.0099 1.0% 45% False True 1,150
10 0.9906 0.9595 0.0311 3.2% 0.0081 0.8% 26% False True 945
20 0.9955 0.9595 0.0360 3.7% 0.0065 0.7% 23% False True 592
40 0.9955 0.9595 0.0360 3.7% 0.0054 0.6% 23% False True 364
60 0.9955 0.9595 0.0360 3.7% 0.0049 0.5% 23% False True 291
80 1.0000 0.9595 0.0405 4.2% 0.0045 0.5% 20% False True 240
100 1.0113 0.9595 0.0518 5.4% 0.0043 0.4% 16% False True 210
120 1.0113 0.9595 0.0518 5.4% 0.0037 0.4% 16% False True 177
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 False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0110
2.618 0.9950
1.618 0.9852
1.000 0.9791
0.618 0.9754
HIGH 0.9693
0.618 0.9656
0.500 0.9644
0.382 0.9632
LOW 0.9595
0.618 0.9534
1.000 0.9497
1.618 0.9436
2.618 0.9338
4.250 0.9179
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 0.9666 0.9674
PP 0.9655 0.9670
S1 0.9644 0.9667

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

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