CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 0.9695 0.9761 0.0066 0.7% 0.9613
High 0.9790 0.9785 -0.0005 -0.1% 0.9790
Low 0.9680 0.9750 0.0070 0.7% 0.9592
Close 0.9748 0.9767 0.0019 0.2% 0.9748
Range 0.0110 0.0035 -0.0075 -68.2% 0.0198
ATR 0.0072 0.0069 -0.0002 -3.5% 0.0000
Volume 561 444 -117 -20.9% 1,019
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9872 0.9855 0.9786
R3 0.9837 0.9820 0.9777
R2 0.9802 0.9802 0.9773
R1 0.9785 0.9785 0.9770 0.9794
PP 0.9767 0.9767 0.9767 0.9772
S1 0.9750 0.9750 0.9764 0.9759
S2 0.9732 0.9732 0.9761
S3 0.9697 0.9715 0.9757
S4 0.9662 0.9680 0.9748
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0304 1.0224 0.9857
R3 1.0106 1.0026 0.9802
R2 0.9908 0.9908 0.9784
R1 0.9828 0.9828 0.9766 0.9868
PP 0.9710 0.9710 0.9710 0.9730
S1 0.9630 0.9630 0.9730 0.9670
S2 0.9512 0.9512 0.9712
S3 0.9314 0.9432 0.9694
S4 0.9116 0.9234 0.9639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9790 0.9592 0.0198 2.0% 0.0080 0.8% 88% False False 269
10 0.9790 0.9558 0.0232 2.4% 0.0074 0.8% 90% False False 257
20 0.9865 0.9558 0.0307 3.1% 0.0069 0.7% 68% False False 221
40 0.9924 0.9558 0.0366 3.7% 0.0053 0.5% 57% False False 181
60 0.9924 0.9558 0.0366 3.7% 0.0047 0.5% 57% False False 136
80 0.9932 0.9558 0.0374 3.8% 0.0044 0.4% 56% False False 115
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 0.0009
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9877
1.618 0.9842
1.000 0.9820
0.618 0.9807
HIGH 0.9785
0.618 0.9772
0.500 0.9768
0.382 0.9763
LOW 0.9750
0.618 0.9728
1.000 0.9715
1.618 0.9693
2.618 0.9658
4.250 0.9601
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 0.9768 0.9746
PP 0.9767 0.9724
S1 0.9767 0.9703

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

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