CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 0.9876 0.9900 0.0024 0.2% 0.9800
High 0.9885 0.9910 0.0025 0.3% 0.9888
Low 0.9876 0.9894 0.0018 0.2% 0.9796
Close 0.9882 0.9905 0.0023 0.2% 0.9870
Range 0.0009 0.0016 0.0007 77.8% 0.0092
ATR 0.0039 0.0038 -0.0001 -2.0% 0.0000
Volume 112 41 -71 -63.4% 1,728
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 0.9951 0.9944 0.9914
R3 0.9935 0.9928 0.9909
R2 0.9919 0.9919 0.9908
R1 0.9912 0.9912 0.9906 0.9916
PP 0.9903 0.9903 0.9903 0.9905
S1 0.9896 0.9896 0.9904 0.9900
S2 0.9887 0.9887 0.9902
S3 0.9871 0.9880 0.9901
S4 0.9855 0.9864 0.9896
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 0.9910 0.9825 0.0085 0.9% 0.0023 0.2% 94% True False 147
10 0.9910 0.9679 0.0231 2.3% 0.0030 0.3% 98% True False 243
20 0.9910 0.9665 0.0245 2.5% 0.0035 0.3% 98% True False 138
40 0.9910 0.9655 0.0255 2.6% 0.0033 0.3% 98% True False 94
60 0.9932 0.9627 0.0305 3.1% 0.0034 0.3% 91% False False 79
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9978
2.618 0.9952
1.618 0.9936
1.000 0.9926
0.618 0.9920
HIGH 0.9910
0.618 0.9904
0.500 0.9902
0.382 0.9900
LOW 0.9894
0.618 0.9884
1.000 0.9878
1.618 0.9868
2.618 0.9852
4.250 0.9826
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 0.9904 0.9893
PP 0.9903 0.9880
S1 0.9902 0.9868

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

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