CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 0.9702 0.9689 -0.0013 -0.1% 0.9607
High 0.9725 0.9701 -0.0024 -0.2% 0.9702
Low 0.9673 0.9679 0.0006 0.1% 0.9597
Close 0.9689 0.9701 0.0012 0.1% 0.9673
Range 0.0052 0.0022 -0.0030 -57.7% 0.0105
ATR 0.0055 0.0052 -0.0002 -4.3% 0.0000
Volume 5,175 570 -4,605 -89.0% 271,513
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9760 0.9752 0.9713
R3 0.9738 0.9730 0.9707
R2 0.9716 0.9716 0.9705
R1 0.9708 0.9708 0.9703 0.9712
PP 0.9694 0.9694 0.9694 0.9696
S1 0.9686 0.9686 0.9699 0.9690
S2 0.9672 0.9672 0.9697
S3 0.9650 0.9664 0.9695
S4 0.9628 0.9642 0.9689
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9972 0.9928 0.9731
R3 0.9867 0.9823 0.9702
R2 0.9762 0.9762 0.9692
R1 0.9718 0.9718 0.9683 0.9740
PP 0.9657 0.9657 0.9657 0.9669
S1 0.9613 0.9613 0.9663 0.9635
S2 0.9552 0.9552 0.9654
S3 0.9447 0.9508 0.9644
S4 0.9342 0.9403 0.9615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9646 0.0079 0.8% 0.0037 0.4% 70% False False 31,665
10 0.9725 0.9482 0.0243 2.5% 0.0050 0.5% 90% False False 45,535
20 0.9725 0.9455 0.0270 2.8% 0.0052 0.5% 91% False False 53,404
40 0.9749 0.9455 0.0294 3.0% 0.0056 0.6% 84% False False 56,973
60 0.9749 0.9409 0.0340 3.5% 0.0061 0.6% 86% False False 61,754
80 0.9846 0.9409 0.0437 4.5% 0.0066 0.7% 67% False False 54,239
100 0.9955 0.9409 0.0546 5.6% 0.0066 0.7% 53% False False 43,510
120 0.9955 0.9409 0.0546 5.6% 0.0062 0.6% 53% False False 36,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 0.9795
2.618 0.9759
1.618 0.9737
1.000 0.9723
0.618 0.9715
HIGH 0.9701
0.618 0.9693
0.500 0.9690
0.382 0.9687
LOW 0.9679
0.618 0.9665
1.000 0.9657
1.618 0.9643
2.618 0.9621
4.250 0.9586
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 0.9697 0.9698
PP 0.9694 0.9694
S1 0.9690 0.9691

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

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