CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 0.9640 0.9658 0.0018 0.2% 0.9492
High 0.9679 0.9695 0.0016 0.2% 0.9632
Low 0.9631 0.9646 0.0015 0.2% 0.9461
Close 0.9662 0.9691 0.0029 0.3% 0.9614
Range 0.0048 0.0049 0.0001 2.1% 0.0171
ATR 0.0059 0.0058 -0.0001 -1.2% 0.0000
Volume 66,202 78,863 12,661 19.1% 249,655
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9824 0.9807 0.9718
R3 0.9775 0.9758 0.9704
R2 0.9726 0.9726 0.9700
R1 0.9709 0.9709 0.9695 0.9718
PP 0.9677 0.9677 0.9677 0.9682
S1 0.9660 0.9660 0.9687 0.9669
S2 0.9628 0.9628 0.9682
S3 0.9579 0.9611 0.9678
S4 0.9530 0.9562 0.9664
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0082 1.0019 0.9708
R3 0.9911 0.9848 0.9661
R2 0.9740 0.9740 0.9645
R1 0.9677 0.9677 0.9630 0.9709
PP 0.9569 0.9569 0.9569 0.9585
S1 0.9506 0.9506 0.9598 0.9538
S2 0.9398 0.9398 0.9583
S3 0.9227 0.9335 0.9567
S4 0.9056 0.9164 0.9520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9695 0.9506 0.0189 2.0% 0.0061 0.6% 98% True False 65,362
10 0.9695 0.9461 0.0234 2.4% 0.0055 0.6% 98% True False 60,390
20 0.9708 0.9455 0.0253 2.6% 0.0056 0.6% 93% False False 59,385
40 0.9749 0.9455 0.0294 3.0% 0.0058 0.6% 80% False False 60,608
60 0.9808 0.9409 0.0399 4.1% 0.0065 0.7% 71% False False 65,977
80 0.9846 0.9409 0.0437 4.5% 0.0069 0.7% 65% False False 53,311
100 0.9955 0.9409 0.0546 5.6% 0.0066 0.7% 52% False False 42,719
120 0.9955 0.9409 0.0546 5.6% 0.0062 0.6% 52% False False 35,623
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9903
2.618 0.9823
1.618 0.9774
1.000 0.9744
0.618 0.9725
HIGH 0.9695
0.618 0.9676
0.500 0.9671
0.382 0.9665
LOW 0.9646
0.618 0.9616
1.000 0.9597
1.618 0.9567
2.618 0.9518
4.250 0.9438
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 0.9684 0.9676
PP 0.9677 0.9661
S1 0.9671 0.9646

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

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