CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 0.9760 0.9810 0.0050 0.5% 0.9761
High 0.9810 0.9822 0.0012 0.1% 0.9822
Low 0.9740 0.9787 0.0047 0.5% 0.9715
Close 0.9777 0.9789 0.0012 0.1% 0.9789
Range 0.0070 0.0035 -0.0035 -50.0% 0.0107
ATR 0.0068 0.0067 -0.0002 -2.4% 0.0000
Volume 148 389 241 162.8% 1,512
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9904 0.9882 0.9808
R3 0.9869 0.9847 0.9799
R2 0.9834 0.9834 0.9795
R1 0.9812 0.9812 0.9792 0.9806
PP 0.9799 0.9799 0.9799 0.9796
S1 0.9777 0.9777 0.9786 0.9771
S2 0.9764 0.9764 0.9783
S3 0.9729 0.9742 0.9779
S4 0.9694 0.9707 0.9770
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0096 1.0050 0.9848
R3 0.9989 0.9943 0.9818
R2 0.9882 0.9882 0.9809
R1 0.9836 0.9836 0.9799 0.9859
PP 0.9775 0.9775 0.9775 0.9787
S1 0.9729 0.9729 0.9779 0.9752
S2 0.9668 0.9668 0.9769
S3 0.9561 0.9622 0.9760
S4 0.9454 0.9515 0.9730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9822 0.9715 0.0107 1.1% 0.0052 0.5% 69% True False 302
10 0.9822 0.9592 0.0230 2.3% 0.0072 0.7% 86% True False 253
20 0.9822 0.9558 0.0264 2.7% 0.0072 0.7% 88% True False 235
40 0.9924 0.9558 0.0366 3.7% 0.0053 0.5% 63% False False 203
60 0.9924 0.9558 0.0366 3.7% 0.0048 0.5% 63% False False 147
80 0.9924 0.9558 0.0366 3.7% 0.0045 0.5% 63% False False 127
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9971
2.618 0.9914
1.618 0.9879
1.000 0.9857
0.618 0.9844
HIGH 0.9822
0.618 0.9809
0.500 0.9805
0.382 0.9800
LOW 0.9787
0.618 0.9765
1.000 0.9752
1.618 0.9730
2.618 0.9695
4.250 0.9638
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 0.9805 0.9786
PP 0.9799 0.9784
S1 0.9794 0.9781

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

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