CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 0.9831 0.9867 0.0036 0.4% 0.9697
High 0.9888 0.9884 -0.0004 0.0% 0.9792
Low 0.9831 0.9863 0.0032 0.3% 0.9679
Close 0.9873 0.9884 0.0011 0.1% 0.9782
Range 0.0057 0.0021 -0.0036 -63.2% 0.0113
ATR 0.0043 0.0041 -0.0002 -3.6% 0.0000
Volume 95 345 250 263.2% 572
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 0.9940 0.9933 0.9896
R3 0.9919 0.9912 0.9890
R2 0.9898 0.9898 0.9888
R1 0.9891 0.9891 0.9886 0.9895
PP 0.9877 0.9877 0.9877 0.9879
S1 0.9870 0.9870 0.9882 0.9874
S2 0.9856 0.9856 0.9880
S3 0.9835 0.9849 0.9878
S4 0.9814 0.9828 0.9872
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0090 1.0049 0.9844
R3 0.9977 0.9936 0.9813
R2 0.9864 0.9864 0.9803
R1 0.9823 0.9823 0.9792 0.9844
PP 0.9751 0.9751 0.9751 0.9761
S1 0.9710 0.9710 0.9772 0.9731
S2 0.9638 0.9638 0.9761
S3 0.9525 0.9597 0.9751
S4 0.9412 0.9484 0.9720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9888 0.9715 0.0173 1.8% 0.0036 0.4% 98% False False 334
10 0.9888 0.9679 0.0209 2.1% 0.0030 0.3% 98% False False 214
20 0.9888 0.9665 0.0223 2.3% 0.0039 0.4% 98% False False 129
40 0.9888 0.9631 0.0257 2.6% 0.0034 0.3% 98% False False 94
60 0.9975 0.9627 0.0348 3.5% 0.0033 0.3% 74% False False 76
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9939
1.618 0.9918
1.000 0.9905
0.618 0.9897
HIGH 0.9884
0.618 0.9876
0.500 0.9874
0.382 0.9871
LOW 0.9863
0.618 0.9850
1.000 0.9842
1.618 0.9829
2.618 0.9808
4.250 0.9774
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 0.9881 0.9870
PP 0.9877 0.9856
S1 0.9874 0.9842

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

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