CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 0.9623 0.9630 0.0007 0.1% 0.9607
High 0.9644 0.9675 0.0031 0.3% 0.9644
Low 0.9607 0.9630 0.0023 0.2% 0.9552
Close 0.9631 0.9657 0.0026 0.3% 0.9631
Range 0.0037 0.0045 0.0008 21.6% 0.0092
ATR 0.0073 0.0071 -0.0002 -2.7% 0.0000
Volume 47,694 50,685 2,991 6.3% 290,546
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9789 0.9768 0.9682
R3 0.9744 0.9723 0.9669
R2 0.9699 0.9699 0.9665
R1 0.9678 0.9678 0.9661 0.9689
PP 0.9654 0.9654 0.9654 0.9659
S1 0.9633 0.9633 0.9653 0.9644
S2 0.9609 0.9609 0.9649
S3 0.9564 0.9588 0.9645
S4 0.9519 0.9543 0.9632
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9885 0.9850 0.9682
R3 0.9793 0.9758 0.9656
R2 0.9701 0.9701 0.9648
R1 0.9666 0.9666 0.9639 0.9684
PP 0.9609 0.9609 0.9609 0.9618
S1 0.9574 0.9574 0.9623 0.9592
S2 0.9517 0.9517 0.9614
S3 0.9425 0.9482 0.9606
S4 0.9333 0.9390 0.9580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9675 0.9552 0.0123 1.3% 0.0061 0.6% 85% True False 58,323
10 0.9675 0.9440 0.0235 2.4% 0.0070 0.7% 92% True False 63,498
20 0.9675 0.9409 0.0266 2.8% 0.0072 0.7% 93% True False 71,315
40 0.9846 0.9409 0.0437 4.5% 0.0076 0.8% 57% False False 51,505
60 0.9955 0.9409 0.0546 5.7% 0.0072 0.7% 45% False False 34,534
80 0.9955 0.9409 0.0546 5.7% 0.0065 0.7% 45% False False 25,935
100 0.9955 0.9409 0.0546 5.7% 0.0060 0.6% 45% False False 20,777
120 1.0000 0.9409 0.0591 6.1% 0.0056 0.6% 42% False False 17,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9866
2.618 0.9793
1.618 0.9748
1.000 0.9720
0.618 0.9703
HIGH 0.9675
0.618 0.9658
0.500 0.9653
0.382 0.9647
LOW 0.9630
0.618 0.9602
1.000 0.9585
1.618 0.9557
2.618 0.9512
4.250 0.9439
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 0.9656 0.9645
PP 0.9654 0.9632
S1 0.9653 0.9620

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

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