CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9610 0.9612 0.0002 0.0% 0.9623
High 0.9668 0.9645 -0.0023 -0.2% 0.9668
Low 0.9602 0.9595 -0.0007 -0.1% 0.9558
Close 0.9665 0.9601 -0.0064 -0.7% 0.9601
Range 0.0066 0.0050 -0.0016 -24.2% 0.0110
ATR 0.0060 0.0061 0.0001 1.1% 0.0000
Volume 417 52 -365 -87.5% 1,109
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9764 0.9732 0.9629
R3 0.9714 0.9682 0.9615
R2 0.9664 0.9664 0.9610
R1 0.9632 0.9632 0.9606 0.9623
PP 0.9614 0.9614 0.9614 0.9609
S1 0.9582 0.9582 0.9596 0.9573
S2 0.9564 0.9564 0.9592
S3 0.9514 0.9532 0.9587
S4 0.9464 0.9482 0.9574
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9939 0.9880 0.9662
R3 0.9829 0.9770 0.9631
R2 0.9719 0.9719 0.9621
R1 0.9660 0.9660 0.9611 0.9635
PP 0.9609 0.9609 0.9609 0.9596
S1 0.9550 0.9550 0.9591 0.9525
S2 0.9499 0.9499 0.9581
S3 0.9389 0.9440 0.9571
S4 0.9279 0.9330 0.9541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9668 0.9558 0.0110 1.1% 0.0059 0.6% 39% False False 259
10 0.9745 0.9558 0.0187 1.9% 0.0072 0.7% 23% False False 218
20 0.9924 0.9558 0.0366 3.8% 0.0057 0.6% 12% False False 171
40 0.9924 0.9558 0.0366 3.8% 0.0047 0.5% 12% False False 150
60 0.9924 0.9558 0.0366 3.8% 0.0041 0.4% 12% False False 117
80 0.9975 0.9558 0.0417 4.3% 0.0039 0.4% 10% False False 99
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9858
2.618 0.9776
1.618 0.9726
1.000 0.9695
0.618 0.9676
HIGH 0.9645
0.618 0.9626
0.500 0.9620
0.382 0.9614
LOW 0.9595
0.618 0.9564
1.000 0.9545
1.618 0.9514
2.618 0.9464
4.250 0.9383
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9620 0.9613
PP 0.9614 0.9609
S1 0.9607 0.9605

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

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