CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9631 0.9684 0.0053 0.6% 0.9664
High 0.9686 0.9688 0.0002 0.0% 0.9688
Low 0.9602 0.9610 0.0008 0.1% 0.9573
Close 0.9684 0.9621 -0.0063 -0.7% 0.9621
Range 0.0084 0.0078 -0.0006 -7.1% 0.0115
ATR 0.0070 0.0070 0.0001 0.8% 0.0000
Volume 1,918 2,004 86 4.5% 6,935
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9874 0.9825 0.9664
R3 0.9796 0.9747 0.9642
R2 0.9718 0.9718 0.9635
R1 0.9669 0.9669 0.9628 0.9655
PP 0.9640 0.9640 0.9640 0.9632
S1 0.9591 0.9591 0.9614 0.9577
S2 0.9562 0.9562 0.9607
S3 0.9484 0.9513 0.9600
S4 0.9406 0.9435 0.9578
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9972 0.9912 0.9684
R3 0.9857 0.9797 0.9653
R2 0.9742 0.9742 0.9642
R1 0.9682 0.9682 0.9632 0.9655
PP 0.9627 0.9627 0.9627 0.9614
S1 0.9567 0.9567 0.9610 0.9540
S2 0.9512 0.9512 0.9600
S3 0.9397 0.9452 0.9589
S4 0.9282 0.9337 0.9558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9688 0.9573 0.0115 1.2% 0.0073 0.8% 42% True False 1,740
10 0.9779 0.9573 0.0206 2.1% 0.0086 0.9% 23% False False 1,445
20 0.9955 0.9573 0.0382 4.0% 0.0070 0.7% 13% False False 961
40 0.9955 0.9573 0.0382 4.0% 0.0059 0.6% 13% False False 573
60 0.9955 0.9573 0.0382 4.0% 0.0051 0.5% 13% False False 422
80 1.0000 0.9573 0.0427 4.4% 0.0048 0.5% 11% False False 345
100 1.0113 0.9573 0.0540 5.6% 0.0045 0.5% 9% False False 297
120 1.0113 0.9573 0.0540 5.6% 0.0040 0.4% 9% False False 249
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0020
2.618 0.9892
1.618 0.9814
1.000 0.9766
0.618 0.9736
HIGH 0.9688
0.618 0.9658
0.500 0.9649
0.382 0.9640
LOW 0.9610
0.618 0.9562
1.000 0.9532
1.618 0.9484
2.618 0.9406
4.250 0.9279
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9649 0.9631
PP 0.9640 0.9627
S1 0.9630 0.9624

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

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