CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 0.9716 0.9613 -0.0103 -1.1% 0.9809
High 0.9719 0.9629 -0.0090 -0.9% 0.9831
Low 0.9599 0.9514 -0.0085 -0.9% 0.9514
Close 0.9601 0.9542 -0.0059 -0.6% 0.9542
Range 0.0120 0.0115 -0.0005 -4.2% 0.0317
ATR 0.0077 0.0079 0.0003 3.6% 0.0000
Volume 105,602 111,907 6,305 6.0% 383,865
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9907 0.9839 0.9605
R3 0.9792 0.9724 0.9574
R2 0.9677 0.9677 0.9563
R1 0.9609 0.9609 0.9553 0.9586
PP 0.9562 0.9562 0.9562 0.9550
S1 0.9494 0.9494 0.9531 0.9471
S2 0.9447 0.9447 0.9521
S3 0.9332 0.9379 0.9510
S4 0.9217 0.9264 0.9479
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0580 1.0378 0.9716
R3 1.0263 1.0061 0.9629
R2 0.9946 0.9946 0.9600
R1 0.9744 0.9744 0.9571 0.9687
PP 0.9629 0.9629 0.9629 0.9600
S1 0.9427 0.9427 0.9513 0.9370
S2 0.9312 0.9312 0.9484
S3 0.8995 0.9110 0.9455
S4 0.8678 0.8793 0.9368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9831 0.9514 0.0317 3.3% 0.0087 0.9% 9% False True 76,773
10 0.9846 0.9514 0.0332 3.5% 0.0074 0.8% 8% False True 59,066
20 0.9846 0.9514 0.0332 3.5% 0.0081 0.8% 8% False True 31,696
40 0.9955 0.9514 0.0441 4.6% 0.0073 0.8% 6% False True 16,144
60 0.9955 0.9514 0.0441 4.6% 0.0063 0.7% 6% False True 10,808
80 0.9955 0.9514 0.0441 4.6% 0.0057 0.6% 6% False True 8,142
100 1.0000 0.9514 0.0486 5.1% 0.0052 0.5% 6% False True 6,531
120 1.0113 0.9514 0.0599 6.3% 0.0049 0.5% 5% False True 5,458
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0118
2.618 0.9930
1.618 0.9815
1.000 0.9744
0.618 0.9700
HIGH 0.9629
0.618 0.9585
0.500 0.9572
0.382 0.9558
LOW 0.9514
0.618 0.9443
1.000 0.9399
1.618 0.9328
2.618 0.9213
4.250 0.9025
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 0.9572 0.9661
PP 0.9562 0.9621
S1 0.9552 0.9582

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

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