CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 0.9540 0.9502 -0.0038 -0.4% 0.9673
High 0.9544 0.9522 -0.0022 -0.2% 0.9687
Low 0.9490 0.9455 -0.0035 -0.4% 0.9455
Close 0.9495 0.9508 0.0013 0.1% 0.9508
Range 0.0054 0.0067 0.0013 24.1% 0.0232
ATR 0.0063 0.0063 0.0000 0.5% 0.0000
Volume 77,449 75,506 -1,943 -2.5% 331,823
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9696 0.9669 0.9545
R3 0.9629 0.9602 0.9526
R2 0.9562 0.9562 0.9520
R1 0.9535 0.9535 0.9514 0.9549
PP 0.9495 0.9495 0.9495 0.9502
S1 0.9468 0.9468 0.9502 0.9482
S2 0.9428 0.9428 0.9496
S3 0.9361 0.9401 0.9490
S4 0.9294 0.9334 0.9471
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0246 1.0109 0.9636
R3 1.0014 0.9877 0.9572
R2 0.9782 0.9782 0.9551
R1 0.9645 0.9645 0.9529 0.9598
PP 0.9550 0.9550 0.9550 0.9526
S1 0.9413 0.9413 0.9487 0.9366
S2 0.9318 0.9318 0.9465
S3 0.9086 0.9181 0.9444
S4 0.8854 0.8949 0.9380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9687 0.9455 0.0232 2.4% 0.0059 0.6% 23% False True 66,364
10 0.9719 0.9455 0.0264 2.8% 0.0055 0.6% 20% False True 58,572
20 0.9749 0.9455 0.0294 3.1% 0.0061 0.6% 18% False True 62,912
40 0.9749 0.9409 0.0340 3.6% 0.0064 0.7% 29% False False 64,264
60 0.9846 0.9409 0.0437 4.6% 0.0070 0.7% 23% False False 59,354
80 0.9955 0.9409 0.0546 5.7% 0.0070 0.7% 18% False False 44,732
100 0.9955 0.9409 0.0546 5.7% 0.0065 0.7% 18% False False 35,822
120 0.9955 0.9409 0.0546 5.7% 0.0060 0.6% 18% False False 29,872
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9807
2.618 0.9697
1.618 0.9630
1.000 0.9589
0.618 0.9563
HIGH 0.9522
0.618 0.9496
0.500 0.9489
0.382 0.9481
LOW 0.9455
0.618 0.9414
1.000 0.9388
1.618 0.9347
2.618 0.9280
4.250 0.9170
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 0.9502 0.9538
PP 0.9495 0.9528
S1 0.9489 0.9518

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

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