CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 0.9795 0.9771 -0.0024 -0.2% 0.9763
High 0.9804 0.9808 0.0004 0.0% 0.9846
Low 0.9766 0.9700 -0.0066 -0.7% 0.9732
Close 0.9780 0.9702 -0.0078 -0.8% 0.9810
Range 0.0038 0.0108 0.0070 184.2% 0.0114
ATR 0.0071 0.0073 0.0003 3.8% 0.0000
Volume 45,018 70,336 25,318 56.2% 206,802
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0061 0.9989 0.9761
R3 0.9953 0.9881 0.9732
R2 0.9845 0.9845 0.9722
R1 0.9773 0.9773 0.9712 0.9755
PP 0.9737 0.9737 0.9737 0.9728
S1 0.9665 0.9665 0.9692 0.9647
S2 0.9629 0.9629 0.9682
S3 0.9521 0.9557 0.9672
S4 0.9413 0.9449 0.9643
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 0.9700 0.0146 1.5% 0.0066 0.7% 1% False True 55,081
10 0.9846 0.9623 0.0223 2.3% 0.0078 0.8% 35% False False 39,826
20 0.9846 0.9573 0.0273 2.8% 0.0080 0.8% 47% False False 20,957
40 0.9955 0.9573 0.0382 3.9% 0.0069 0.7% 34% False False 10,711
60 0.9955 0.9573 0.0382 3.9% 0.0060 0.6% 34% False False 7,188
80 0.9955 0.9573 0.0382 3.9% 0.0055 0.6% 34% False False 5,433
100 1.0000 0.9573 0.0427 4.4% 0.0051 0.5% 30% False False 4,369
120 1.0113 0.9573 0.0540 5.6% 0.0047 0.5% 24% False False 3,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0091
1.618 0.9983
1.000 0.9916
0.618 0.9875
HIGH 0.9808
0.618 0.9767
0.500 0.9754
0.382 0.9741
LOW 0.9700
0.618 0.9633
1.000 0.9592
1.618 0.9525
2.618 0.9417
4.250 0.9241
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 0.9754 0.9766
PP 0.9737 0.9744
S1 0.9719 0.9723

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

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