CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 0.9711 0.9713 0.0002 0.0% 0.9630
High 0.9733 0.9742 0.0009 0.1% 0.9739
Low 0.9694 0.9713 0.0019 0.2% 0.9630
Close 0.9713 0.9739 0.0026 0.3% 0.9713
Range 0.0039 0.0029 -0.0010 -25.6% 0.0109
ATR 0.0067 0.0065 -0.0003 -4.1% 0.0000
Volume 51,590 42,959 -8,631 -16.7% 300,166
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9818 0.9808 0.9755
R3 0.9789 0.9779 0.9747
R2 0.9760 0.9760 0.9744
R1 0.9750 0.9750 0.9742 0.9755
PP 0.9731 0.9731 0.9731 0.9734
S1 0.9721 0.9721 0.9736 0.9726
S2 0.9702 0.9702 0.9734
S3 0.9673 0.9692 0.9731
S4 0.9644 0.9663 0.9723
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0021 0.9976 0.9773
R3 0.9912 0.9867 0.9743
R2 0.9803 0.9803 0.9733
R1 0.9758 0.9758 0.9723 0.9781
PP 0.9694 0.9694 0.9694 0.9705
S1 0.9649 0.9649 0.9703 0.9672
S2 0.9585 0.9585 0.9693
S3 0.9476 0.9540 0.9683
S4 0.9367 0.9431 0.9653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9742 0.9649 0.0093 1.0% 0.0051 0.5% 97% True False 58,488
10 0.9742 0.9552 0.0190 2.0% 0.0056 0.6% 98% True False 58,405
20 0.9742 0.9409 0.0333 3.4% 0.0064 0.7% 99% True False 63,395
40 0.9846 0.9409 0.0437 4.5% 0.0073 0.8% 76% False False 58,599
60 0.9955 0.9409 0.0546 5.6% 0.0072 0.7% 60% False False 39,386
80 0.9955 0.9409 0.0546 5.6% 0.0066 0.7% 60% False False 29,586
100 0.9955 0.9409 0.0546 5.6% 0.0060 0.6% 60% False False 23,693
120 1.0000 0.9409 0.0591 6.1% 0.0056 0.6% 56% False False 19,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 0.9865
2.618 0.9818
1.618 0.9789
1.000 0.9771
0.618 0.9760
HIGH 0.9742
0.618 0.9731
0.500 0.9728
0.382 0.9724
LOW 0.9713
0.618 0.9695
1.000 0.9684
1.618 0.9666
2.618 0.9637
4.250 0.9590
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 0.9735 0.9729
PP 0.9731 0.9720
S1 0.9728 0.9710

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

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