CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 0.9605 0.9619 0.0014 0.1% 0.9623
High 0.9635 0.9760 0.0125 1.3% 0.9668
Low 0.9592 0.9615 0.0023 0.2% 0.9558
Close 0.9619 0.9700 0.0081 0.8% 0.9601
Range 0.0043 0.0145 0.0102 237.2% 0.0110
ATR 0.0063 0.0069 0.0006 9.3% 0.0000
Volume 102 73 -29 -28.4% 1,109
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0127 1.0058 0.9780
R3 0.9982 0.9913 0.9740
R2 0.9837 0.9837 0.9727
R1 0.9768 0.9768 0.9713 0.9803
PP 0.9692 0.9692 0.9692 0.9709
S1 0.9623 0.9623 0.9687 0.9658
S2 0.9547 0.9547 0.9673
S3 0.9402 0.9478 0.9660
S4 0.9257 0.9333 0.9620
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 0.9760 0.9592 0.0168 1.7% 0.0079 0.8% 64% True False 102
10 0.9760 0.9558 0.0202 2.1% 0.0073 0.8% 70% True False 203
20 0.9924 0.9558 0.0366 3.8% 0.0069 0.7% 39% False False 175
40 0.9924 0.9558 0.0366 3.8% 0.0052 0.5% 39% False False 157
60 0.9924 0.9558 0.0366 3.8% 0.0046 0.5% 39% False False 121
80 0.9932 0.9558 0.0374 3.9% 0.0043 0.4% 38% False False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 1.0376
2.618 1.0140
1.618 0.9995
1.000 0.9905
0.618 0.9850
HIGH 0.9760
0.618 0.9705
0.500 0.9688
0.382 0.9670
LOW 0.9615
0.618 0.9525
1.000 0.9470
1.618 0.9380
2.618 0.9235
4.250 0.8999
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 0.9696 0.9692
PP 0.9692 0.9684
S1 0.9688 0.9676

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

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