CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 0.9773 0.9823 0.0050 0.5% 0.9763
High 0.9834 0.9846 0.0012 0.1% 0.9846
Low 0.9757 0.9794 0.0037 0.4% 0.9732
Close 0.9798 0.9810 0.0012 0.1% 0.9810
Range 0.0077 0.0052 -0.0025 -32.5% 0.0114
ATR 0.0076 0.0074 -0.0002 -2.3% 0.0000
Volume 48,281 60,769 12,488 25.9% 206,802
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9973 0.9943 0.9839
R3 0.9921 0.9891 0.9824
R2 0.9869 0.9869 0.9820
R1 0.9839 0.9839 0.9815 0.9828
PP 0.9817 0.9817 0.9817 0.9811
S1 0.9787 0.9787 0.9805 0.9776
S2 0.9765 0.9765 0.9800
S3 0.9713 0.9735 0.9796
S4 0.9661 0.9683 0.9781
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0138 1.0088 0.9873
R3 1.0024 0.9974 0.9841
R2 0.9910 0.9910 0.9831
R1 0.9860 0.9860 0.9820 0.9885
PP 0.9796 0.9796 0.9796 0.9809
S1 0.9746 0.9746 0.9800 0.9771
S2 0.9682 0.9682 0.9789
S3 0.9568 0.9632 0.9779
S4 0.9454 0.9518 0.9747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9846 0.9732 0.0114 1.2% 0.0062 0.6% 68% True False 41,360
10 0.9846 0.9611 0.0235 2.4% 0.0081 0.8% 85% True False 24,135
20 0.9846 0.9573 0.0273 2.8% 0.0083 0.9% 87% True False 12,790
40 0.9955 0.9573 0.0382 3.9% 0.0066 0.7% 62% False False 6,559
60 0.9955 0.9573 0.0382 3.9% 0.0059 0.6% 62% False False 4,419
80 0.9955 0.9573 0.0382 3.9% 0.0054 0.5% 62% False False 3,358
100 1.0032 0.9573 0.0459 4.7% 0.0051 0.5% 52% False False 2,709
120 1.0113 0.9573 0.0540 5.5% 0.0046 0.5% 44% False False 2,259
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0067
2.618 0.9982
1.618 0.9930
1.000 0.9898
0.618 0.9878
HIGH 0.9846
0.618 0.9826
0.500 0.9820
0.382 0.9814
LOW 0.9794
0.618 0.9762
1.000 0.9742
1.618 0.9710
2.618 0.9658
4.250 0.9573
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 0.9820 0.9807
PP 0.9817 0.9804
S1 0.9813 0.9802

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

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