CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 0.9523 0.9487 -0.0036 -0.4% 0.9526
High 0.9547 0.9518 -0.0029 -0.3% 0.9574
Low 0.9455 0.9475 0.0020 0.2% 0.9453
Close 0.9504 0.9504 0.0000 0.0% 0.9504
Range 0.0092 0.0043 -0.0049 -53.3% 0.0121
ATR 0.0080 0.0077 -0.0003 -3.3% 0.0000
Volume 87,387 49,860 -37,527 -42.9% 450,845
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9628 0.9609 0.9528
R3 0.9585 0.9566 0.9516
R2 0.9542 0.9542 0.9512
R1 0.9523 0.9523 0.9508 0.9533
PP 0.9499 0.9499 0.9499 0.9504
S1 0.9480 0.9480 0.9500 0.9490
S2 0.9456 0.9456 0.9496
S3 0.9413 0.9437 0.9492
S4 0.9370 0.9394 0.9480
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9873 0.9810 0.9571
R3 0.9752 0.9689 0.9537
R2 0.9631 0.9631 0.9526
R1 0.9568 0.9568 0.9515 0.9539
PP 0.9510 0.9510 0.9510 0.9496
S1 0.9447 0.9447 0.9493 0.9418
S2 0.9389 0.9389 0.9482
S3 0.9268 0.9326 0.9471
S4 0.9147 0.9205 0.9437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9574 0.9455 0.0119 1.3% 0.0071 0.7% 41% False False 77,117
10 0.9808 0.9453 0.0355 3.7% 0.0083 0.9% 14% False False 83,356
20 0.9846 0.9453 0.0393 4.1% 0.0079 0.8% 13% False False 56,209
40 0.9955 0.9453 0.0502 5.3% 0.0076 0.8% 10% False False 28,623
60 0.9955 0.9453 0.0502 5.3% 0.0066 0.7% 10% False False 19,145
80 0.9955 0.9453 0.0502 5.3% 0.0059 0.6% 10% False False 14,390
100 1.0000 0.9453 0.0547 5.8% 0.0055 0.6% 9% False False 11,535
120 1.0113 0.9453 0.0660 6.9% 0.0051 0.5% 8% False False 9,630
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9701
2.618 0.9631
1.618 0.9588
1.000 0.9561
0.618 0.9545
HIGH 0.9518
0.618 0.9502
0.500 0.9497
0.382 0.9491
LOW 0.9475
0.618 0.9448
1.000 0.9432
1.618 0.9405
2.618 0.9362
4.250 0.9292
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 0.9502 0.9515
PP 0.9499 0.9511
S1 0.9497 0.9508

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

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