CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 0.9675 0.9585 -0.0090 -0.9% 0.9865
High 0.9706 0.9673 -0.0033 -0.3% 0.9865
Low 0.9585 0.9585 0.0000 0.0% 0.9651
Close 0.9588 0.9658 0.0070 0.7% 0.9676
Range 0.0121 0.0088 -0.0033 -27.3% 0.0214
ATR 0.0057 0.0060 0.0002 3.8% 0.0000
Volume 147 274 127 86.4% 870
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 0.9903 0.9868 0.9706
R3 0.9815 0.9780 0.9682
R2 0.9727 0.9727 0.9674
R1 0.9692 0.9692 0.9666 0.9710
PP 0.9639 0.9639 0.9639 0.9647
S1 0.9604 0.9604 0.9650 0.9622
S2 0.9551 0.9551 0.9642
S3 0.9463 0.9516 0.9634
S4 0.9375 0.9428 0.9610
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 0.9745 0.9585 0.0160 1.7% 0.0084 0.9% 46% False True 177
10 0.9880 0.9585 0.0295 3.1% 0.0068 0.7% 25% False True 174
20 0.9924 0.9585 0.0339 3.5% 0.0050 0.5% 22% False True 187
40 0.9924 0.9585 0.0339 3.5% 0.0042 0.4% 22% False True 121
60 0.9924 0.9585 0.0339 3.5% 0.0039 0.4% 22% False True 102
80 0.9975 0.9585 0.0390 4.0% 0.0038 0.4% 19% False True 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0047
2.618 0.9903
1.618 0.9815
1.000 0.9761
0.618 0.9727
HIGH 0.9673
0.618 0.9639
0.500 0.9629
0.382 0.9619
LOW 0.9585
0.618 0.9531
1.000 0.9497
1.618 0.9443
2.618 0.9355
4.250 0.9211
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 0.9648 0.9654
PP 0.9639 0.9650
S1 0.9629 0.9646

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

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