CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 0.9867 0.9838 -0.0029 -0.3% 0.9800
High 0.9887 0.9870 -0.0017 -0.2% 0.9888
Low 0.9864 0.9825 -0.0039 -0.4% 0.9796
Close 0.9873 0.9870 -0.0003 0.0% 0.9870
Range 0.0023 0.0045 0.0022 95.7% 0.0092
ATR 0.0040 0.0041 0.0001 1.4% 0.0000
Volume 67 170 103 153.7% 1,728
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 0.9990 0.9975 0.9895
R3 0.9945 0.9930 0.9882
R2 0.9900 0.9900 0.9878
R1 0.9885 0.9885 0.9874 0.9893
PP 0.9855 0.9855 0.9855 0.9859
S1 0.9840 0.9840 0.9866 0.9848
S2 0.9810 0.9810 0.9862
S3 0.9765 0.9795 0.9858
S4 0.9720 0.9750 0.9845
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0127 1.0091 0.9921
R3 1.0035 0.9999 0.9895
R2 0.9943 0.9943 0.9887
R1 0.9907 0.9907 0.9878 0.9925
PP 0.9851 0.9851 0.9851 0.9861
S1 0.9815 0.9815 0.9862 0.9833
S2 0.9759 0.9759 0.9853
S3 0.9667 0.9723 0.9845
S4 0.9575 0.9631 0.9819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9888 0.9796 0.0092 0.9% 0.0038 0.4% 80% False False 345
10 0.9888 0.9679 0.0209 2.1% 0.0031 0.3% 91% False False 230
20 0.9888 0.9665 0.0223 2.3% 0.0036 0.4% 92% False False 136
40 0.9888 0.9655 0.0233 2.4% 0.0034 0.3% 92% False False 95
60 0.9951 0.9627 0.0324 3.3% 0.0034 0.3% 75% False False 78
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0061
2.618 0.9988
1.618 0.9943
1.000 0.9915
0.618 0.9898
HIGH 0.9870
0.618 0.9853
0.500 0.9848
0.382 0.9842
LOW 0.9825
0.618 0.9797
1.000 0.9780
1.618 0.9752
2.618 0.9707
4.250 0.9634
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 0.9863 0.9865
PP 0.9855 0.9861
S1 0.9848 0.9856

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

View Archives - Comment on this page... - Back to Index of Symbols