CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 0.9509 0.9466 -0.0043 -0.5% 0.9526
High 0.9511 0.9504 -0.0007 -0.1% 0.9574
Low 0.9436 0.9448 0.0012 0.1% 0.9453
Close 0.9470 0.9490 0.0020 0.2% 0.9504
Range 0.0075 0.0056 -0.0019 -25.3% 0.0121
ATR 0.0077 0.0075 -0.0001 -1.9% 0.0000
Volume 68,227 56,258 -11,969 -17.5% 450,845
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9649 0.9625 0.9521
R3 0.9593 0.9569 0.9505
R2 0.9537 0.9537 0.9500
R1 0.9513 0.9513 0.9495 0.9525
PP 0.9481 0.9481 0.9481 0.9487
S1 0.9457 0.9457 0.9485 0.9469
S2 0.9425 0.9425 0.9480
S3 0.9369 0.9401 0.9475
S4 0.9313 0.9345 0.9459
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 0.9436 0.0138 1.5% 0.0068 0.7% 39% False False 67,398
10 0.9719 0.9436 0.0283 3.0% 0.0081 0.9% 19% False False 84,269
20 0.9846 0.9436 0.0410 4.3% 0.0080 0.8% 13% False False 62,048
40 0.9955 0.9436 0.0519 5.5% 0.0078 0.8% 10% False False 31,731
60 0.9955 0.9436 0.0519 5.5% 0.0067 0.7% 10% False False 21,213
80 0.9955 0.9436 0.0519 5.5% 0.0060 0.6% 10% False False 15,941
100 0.9955 0.9436 0.0519 5.5% 0.0056 0.6% 10% False False 12,779
120 1.0113 0.9436 0.0677 7.1% 0.0052 0.5% 8% False False 10,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9742
2.618 0.9651
1.618 0.9595
1.000 0.9560
0.618 0.9539
HIGH 0.9504
0.618 0.9483
0.500 0.9476
0.382 0.9469
LOW 0.9448
0.618 0.9413
1.000 0.9392
1.618 0.9357
2.618 0.9301
4.250 0.9210
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 0.9485 0.9486
PP 0.9481 0.9481
S1 0.9476 0.9477

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

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