CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9585 0.9660 0.0075 0.8% 0.9675
High 0.9673 0.9660 -0.0013 -0.1% 0.9735
Low 0.9585 0.9613 0.0028 0.3% 0.9585
Close 0.9658 0.9630 -0.0028 -0.3% 0.9630
Range 0.0088 0.0047 -0.0041 -46.6% 0.0150
ATR 0.0060 0.0059 -0.0001 -1.5% 0.0000
Volume 274 190 -84 -30.7% 985
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 0.9775 0.9750 0.9656
R3 0.9728 0.9703 0.9643
R2 0.9681 0.9681 0.9639
R1 0.9656 0.9656 0.9634 0.9645
PP 0.9634 0.9634 0.9634 0.9629
S1 0.9609 0.9609 0.9626 0.9598
S2 0.9587 0.9587 0.9621
S3 0.9540 0.9562 0.9617
S4 0.9493 0.9515 0.9604
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0100 1.0015 0.9713
R3 0.9950 0.9865 0.9671
R2 0.9800 0.9800 0.9658
R1 0.9715 0.9715 0.9644 0.9683
PP 0.9650 0.9650 0.9650 0.9634
S1 0.9565 0.9565 0.9616 0.9533
S2 0.9500 0.9500 0.9603
S3 0.9350 0.9415 0.9589
S4 0.9200 0.9265 0.9548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9735 0.9585 0.0150 1.6% 0.0075 0.8% 30% False False 197
10 0.9865 0.9585 0.0280 2.9% 0.0065 0.7% 16% False False 185
20 0.9924 0.9585 0.0339 3.5% 0.0051 0.5% 13% False False 194
40 0.9924 0.9585 0.0339 3.5% 0.0043 0.5% 13% False False 125
60 0.9924 0.9585 0.0339 3.5% 0.0039 0.4% 13% False False 104
80 0.9975 0.9585 0.0390 4.0% 0.0038 0.4% 12% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9860
2.618 0.9783
1.618 0.9736
1.000 0.9707
0.618 0.9689
HIGH 0.9660
0.618 0.9642
0.500 0.9637
0.382 0.9631
LOW 0.9613
0.618 0.9584
1.000 0.9566
1.618 0.9537
2.618 0.9490
4.250 0.9413
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9637 0.9646
PP 0.9634 0.9640
S1 0.9632 0.9635

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

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