CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 0.9623 0.9564 -0.0059 -0.6% 0.9675
High 0.9632 0.9624 -0.0008 -0.1% 0.9735
Low 0.9564 0.9558 -0.0006 -0.1% 0.9585
Close 0.9586 0.9609 0.0023 0.2% 0.9630
Range 0.0068 0.0066 -0.0002 -2.9% 0.0150
ATR 0.0059 0.0060 0.0000 0.8% 0.0000
Volume 156 484 328 210.3% 985
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 0.9795 0.9768 0.9645
R3 0.9729 0.9702 0.9627
R2 0.9663 0.9663 0.9621
R1 0.9636 0.9636 0.9615 0.9650
PP 0.9597 0.9597 0.9597 0.9604
S1 0.9570 0.9570 0.9603 0.9584
S2 0.9531 0.9531 0.9597
S3 0.9465 0.9504 0.9591
S4 0.9399 0.9438 0.9573
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 0.9558 0.0148 1.5% 0.0078 0.8% 34% False True 250
10 0.9802 0.9558 0.0244 2.5% 0.0069 0.7% 21% False True 215
20 0.9924 0.9558 0.0366 3.8% 0.0053 0.6% 14% False True 168
40 0.9924 0.9558 0.0366 3.8% 0.0046 0.5% 14% False True 140
60 0.9924 0.9558 0.0366 3.8% 0.0040 0.4% 14% False True 114
80 0.9975 0.9558 0.0417 4.3% 0.0038 0.4% 12% False True 95
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9905
2.618 0.9797
1.618 0.9731
1.000 0.9690
0.618 0.9665
HIGH 0.9624
0.618 0.9599
0.500 0.9591
0.382 0.9583
LOW 0.9558
0.618 0.9517
1.000 0.9492
1.618 0.9451
2.618 0.9385
4.250 0.9278
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 0.9603 0.9609
PP 0.9597 0.9609
S1 0.9591 0.9609

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

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