CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 0.9823 0.9809 -0.0014 -0.1% 0.9763
High 0.9846 0.9831 -0.0015 -0.2% 0.9846
Low 0.9794 0.9776 -0.0018 -0.2% 0.9732
Close 0.9810 0.9782 -0.0028 -0.3% 0.9810
Range 0.0052 0.0055 0.0003 5.8% 0.0114
ATR 0.0074 0.0073 -0.0001 -1.9% 0.0000
Volume 60,769 51,002 -9,767 -16.1% 206,802
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9961 0.9927 0.9812
R3 0.9906 0.9872 0.9797
R2 0.9851 0.9851 0.9792
R1 0.9817 0.9817 0.9787 0.9807
PP 0.9796 0.9796 0.9796 0.9791
S1 0.9762 0.9762 0.9777 0.9752
S2 0.9741 0.9741 0.9772
S3 0.9686 0.9707 0.9767
S4 0.9631 0.9652 0.9752
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% 0.0063 0.6% 44% False False 46,936
10 0.9846 0.9611 0.0235 2.4% 0.0076 0.8% 73% False False 29,061
20 0.9846 0.9573 0.0273 2.8% 0.0080 0.8% 77% False False 15,312
40 0.9955 0.9573 0.0382 3.9% 0.0067 0.7% 55% False False 7,832
60 0.9955 0.9573 0.0382 3.9% 0.0059 0.6% 55% False False 5,268
80 0.9955 0.9573 0.0382 3.9% 0.0054 0.6% 55% False False 3,995
100 1.0000 0.9573 0.0427 4.4% 0.0050 0.5% 49% False False 3,219
120 1.0113 0.9573 0.0540 5.5% 0.0046 0.5% 39% False False 2,684
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0065
2.618 0.9975
1.618 0.9920
1.000 0.9886
0.618 0.9865
HIGH 0.9831
0.618 0.9810
0.500 0.9804
0.382 0.9797
LOW 0.9776
0.618 0.9742
1.000 0.9721
1.618 0.9687
2.618 0.9632
4.250 0.9542
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 0.9804 0.9802
PP 0.9796 0.9795
S1 0.9789 0.9789

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

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