CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 0.9572 0.9621 0.0049 0.5% 0.9437
High 0.9634 0.9642 0.0008 0.1% 0.9669
Low 0.9562 0.9552 -0.0010 -0.1% 0.9431
Close 0.9628 0.9586 -0.0042 -0.4% 0.9606
Range 0.0072 0.0090 0.0018 25.0% 0.0238
ATR 0.0076 0.0077 0.0001 1.3% 0.0000
Volume 66,758 78,035 11,277 16.9% 350,565
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9863 0.9815 0.9636
R3 0.9773 0.9725 0.9611
R2 0.9683 0.9683 0.9603
R1 0.9635 0.9635 0.9594 0.9614
PP 0.9593 0.9593 0.9593 0.9583
S1 0.9545 0.9545 0.9578 0.9524
S2 0.9503 0.9503 0.9570
S3 0.9413 0.9455 0.9561
S4 0.9323 0.9365 0.9537
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0283 1.0182 0.9737
R3 1.0045 0.9944 0.9671
R2 0.9807 0.9807 0.9650
R1 0.9706 0.9706 0.9628 0.9757
PP 0.9569 0.9569 0.9569 0.9594
S1 0.9468 0.9468 0.9584 0.9519
S2 0.9331 0.9331 0.9562
S3 0.9093 0.9230 0.9541
S4 0.8855 0.8992 0.9475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9669 0.9502 0.0167 1.7% 0.0084 0.9% 50% False False 71,282
10 0.9669 0.9409 0.0260 2.7% 0.0077 0.8% 68% False False 71,055
20 0.9808 0.9409 0.0399 4.2% 0.0082 0.9% 44% False False 78,366
40 0.9846 0.9409 0.0437 4.6% 0.0080 0.8% 41% False False 47,913
60 0.9955 0.9409 0.0546 5.7% 0.0072 0.7% 32% False False 32,092
80 0.9955 0.9409 0.0546 5.7% 0.0065 0.7% 32% False False 24,103
100 0.9955 0.9409 0.0546 5.7% 0.0059 0.6% 32% False False 19,319
120 1.0000 0.9409 0.0591 6.2% 0.0056 0.6% 30% False False 16,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0025
2.618 0.9878
1.618 0.9788
1.000 0.9732
0.618 0.9698
HIGH 0.9642
0.618 0.9608
0.500 0.9597
0.382 0.9586
LOW 0.9552
0.618 0.9496
1.000 0.9462
1.618 0.9406
2.618 0.9316
4.250 0.9170
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 0.9597 0.9597
PP 0.9593 0.9593
S1 0.9590 0.9590

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

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