CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 0.9763 0.9785 0.0022 0.2% 0.9628
High 0.9810 0.9805 -0.0005 -0.1% 0.9812
Low 0.9762 0.9732 -0.0030 -0.3% 0.9611
Close 0.9788 0.9791 0.0003 0.0% 0.9768
Range 0.0048 0.0073 0.0025 52.1% 0.0201
ATR 0.0078 0.0078 0.0000 -0.5% 0.0000
Volume 23,121 30,208 7,087 30.7% 34,553
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9995 0.9966 0.9831
R3 0.9922 0.9893 0.9811
R2 0.9849 0.9849 0.9804
R1 0.9820 0.9820 0.9798 0.9835
PP 0.9776 0.9776 0.9776 0.9783
S1 0.9747 0.9747 0.9784 0.9762
S2 0.9703 0.9703 0.9778
S3 0.9630 0.9674 0.9771
S4 0.9557 0.9601 0.9751
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0333 1.0252 0.9879
R3 1.0132 1.0051 0.9823
R2 0.9931 0.9931 0.9805
R1 0.9850 0.9850 0.9786 0.9891
PP 0.9730 0.9730 0.9730 0.9751
S1 0.9649 0.9649 0.9750 0.9690
S2 0.9529 0.9529 0.9731
S3 0.9328 0.9448 0.9713
S4 0.9127 0.9247 0.9657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9812 0.9611 0.0201 2.1% 0.0088 0.9% 90% False False 16,169
10 0.9812 0.9573 0.0239 2.4% 0.0086 0.9% 91% False False 9,364
20 0.9881 0.9573 0.0308 3.1% 0.0084 0.9% 71% False False 5,238
40 0.9955 0.9573 0.0382 3.9% 0.0065 0.7% 57% False False 2,747
60 0.9955 0.9573 0.0382 3.9% 0.0057 0.6% 57% False False 1,867
80 0.9955 0.9573 0.0382 3.9% 0.0053 0.5% 57% False False 1,441
100 1.0094 0.9573 0.0521 5.3% 0.0050 0.5% 42% False False 1,175
120 1.0113 0.9573 0.0540 5.5% 0.0044 0.5% 40% False False 980
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0115
2.618 0.9996
1.618 0.9923
1.000 0.9878
0.618 0.9850
HIGH 0.9805
0.618 0.9777
0.500 0.9769
0.382 0.9760
LOW 0.9732
0.618 0.9687
1.000 0.9659
1.618 0.9614
2.618 0.9541
4.250 0.9422
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 0.9784 0.9779
PP 0.9776 0.9766
S1 0.9769 0.9754

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

View Archives - Comment on this page... - Back to Index of Symbols