CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 0.9759 0.9764 0.0005 0.1% 0.9613
High 0.9780 0.9800 0.0020 0.2% 0.9790
Low 0.9715 0.9745 0.0030 0.3% 0.9592
Close 0.9771 0.9749 -0.0022 -0.2% 0.9748
Range 0.0065 0.0055 -0.0010 -15.4% 0.0198
ATR 0.0069 0.0068 -0.0001 -1.5% 0.0000
Volume 298 233 -65 -21.8% 1,019
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9930 0.9894 0.9779
R3 0.9875 0.9839 0.9764
R2 0.9820 0.9820 0.9759
R1 0.9784 0.9784 0.9754 0.9775
PP 0.9765 0.9765 0.9765 0.9760
S1 0.9729 0.9729 0.9744 0.9720
S2 0.9710 0.9710 0.9739
S3 0.9655 0.9674 0.9734
S4 0.9600 0.9619 0.9719
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 0.9800 0.9615 0.0185 1.9% 0.0082 0.8% 72% True False 321
10 0.9800 0.9592 0.0208 2.1% 0.0073 0.7% 75% True False 246
20 0.9802 0.9558 0.0244 2.5% 0.0071 0.7% 78% False False 230
40 0.9924 0.9558 0.0366 3.8% 0.0053 0.5% 52% False False 191
60 0.9924 0.9558 0.0366 3.8% 0.0047 0.5% 52% False False 138
80 0.9924 0.9558 0.0366 3.8% 0.0044 0.5% 52% False False 121
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0034
2.618 0.9944
1.618 0.9889
1.000 0.9855
0.618 0.9834
HIGH 0.9800
0.618 0.9779
0.500 0.9773
0.382 0.9766
LOW 0.9745
0.618 0.9711
1.000 0.9690
1.618 0.9656
2.618 0.9601
4.250 0.9511
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 0.9773 0.9758
PP 0.9765 0.9755
S1 0.9757 0.9752

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

View Archives - Comment on this page... - Back to Index of Symbols