CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 0.9745 0.9675 -0.0070 -0.7% 0.9865
High 0.9745 0.9735 -0.0010 -0.1% 0.9865
Low 0.9651 0.9675 0.0024 0.2% 0.9651
Close 0.9676 0.9732 0.0056 0.6% 0.9676
Range 0.0094 0.0060 -0.0034 -36.2% 0.0214
ATR 0.0049 0.0050 0.0001 1.6% 0.0000
Volume 91 353 262 287.9% 870
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 0.9894 0.9873 0.9765
R3 0.9834 0.9813 0.9749
R2 0.9774 0.9774 0.9743
R1 0.9753 0.9753 0.9738 0.9764
PP 0.9714 0.9714 0.9714 0.9719
S1 0.9693 0.9693 0.9727 0.9704
S2 0.9654 0.9654 0.9721
S3 0.9594 0.9633 0.9716
S4 0.9534 0.9573 0.9699
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0373 1.0238 0.9794
R3 1.0159 1.0024 0.9735
R2 0.9945 0.9945 0.9715
R1 0.9810 0.9810 0.9696 0.9771
PP 0.9731 0.9731 0.9731 0.9711
S1 0.9596 0.9596 0.9656 0.9557
S2 0.9517 0.9517 0.9637
S3 0.9303 0.9382 0.9617
S4 0.9089 0.9168 0.9558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9844 0.9651 0.0193 2.0% 0.0062 0.6% 42% False False 193
10 0.9924 0.9651 0.0273 2.8% 0.0051 0.5% 30% False False 140
20 0.9924 0.9651 0.0273 2.8% 0.0041 0.4% 30% False False 190
40 0.9924 0.9651 0.0273 2.8% 0.0038 0.4% 30% False False 112
60 0.9924 0.9627 0.0297 3.1% 0.0037 0.4% 35% False False 97
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9990
2.618 0.9892
1.618 0.9832
1.000 0.9795
0.618 0.9772
HIGH 0.9735
0.618 0.9712
0.500 0.9705
0.382 0.9698
LOW 0.9675
0.618 0.9638
1.000 0.9615
1.618 0.9578
2.618 0.9518
4.250 0.9420
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 0.9723 0.9730
PP 0.9714 0.9728
S1 0.9705 0.9727

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

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