CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 0.9660 0.9623 -0.0037 -0.4% 0.9675
High 0.9660 0.9632 -0.0028 -0.3% 0.9735
Low 0.9613 0.9564 -0.0049 -0.5% 0.9585
Close 0.9630 0.9586 -0.0044 -0.5% 0.9630
Range 0.0047 0.0068 0.0021 44.7% 0.0150
ATR 0.0059 0.0059 0.0001 1.1% 0.0000
Volume 190 156 -34 -17.9% 985
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 0.9798 0.9760 0.9623
R3 0.9730 0.9692 0.9605
R2 0.9662 0.9662 0.9598
R1 0.9624 0.9624 0.9592 0.9609
PP 0.9594 0.9594 0.9594 0.9587
S1 0.9556 0.9556 0.9580 0.9541
S2 0.9526 0.9526 0.9574
S3 0.9458 0.9488 0.9567
S4 0.9390 0.9420 0.9549
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 0.9706 0.9564 0.0142 1.5% 0.0076 0.8% 15% False True 157
10 0.9844 0.9564 0.0280 2.9% 0.0069 0.7% 8% False True 175
20 0.9924 0.9564 0.0360 3.8% 0.0053 0.5% 6% False True 149
40 0.9924 0.9564 0.0360 3.8% 0.0045 0.5% 6% False True 129
60 0.9924 0.9564 0.0360 3.8% 0.0039 0.4% 6% False True 106
80 0.9975 0.9564 0.0411 4.3% 0.0038 0.4% 5% False True 89
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9921
2.618 0.9810
1.618 0.9742
1.000 0.9700
0.618 0.9674
HIGH 0.9632
0.618 0.9606
0.500 0.9598
0.382 0.9590
LOW 0.9564
0.618 0.9522
1.000 0.9496
1.618 0.9454
2.618 0.9386
4.250 0.9275
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 0.9598 0.9619
PP 0.9594 0.9608
S1 0.9590 0.9597

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

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