CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 0.9810 0.9801 -0.0009 -0.1% 0.9761
High 0.9822 0.9801 -0.0021 -0.2% 0.9822
Low 0.9787 0.9760 -0.0027 -0.3% 0.9715
Close 0.9789 0.9761 -0.0028 -0.3% 0.9789
Range 0.0035 0.0041 0.0006 17.1% 0.0107
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 389 101 -288 -74.0% 1,512
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9897 0.9870 0.9784
R3 0.9856 0.9829 0.9772
R2 0.9815 0.9815 0.9769
R1 0.9788 0.9788 0.9765 0.9781
PP 0.9774 0.9774 0.9774 0.9771
S1 0.9747 0.9747 0.9757 0.9740
S2 0.9733 0.9733 0.9753
S3 0.9692 0.9706 0.9750
S4 0.9651 0.9665 0.9738
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% 0.0053 0.5% 43% False False 233
10 0.9822 0.9592 0.0230 2.4% 0.0067 0.7% 73% False False 251
20 0.9822 0.9558 0.0264 2.7% 0.0069 0.7% 77% False False 236
40 0.9924 0.9558 0.0366 3.7% 0.0054 0.6% 55% False False 204
60 0.9924 0.9558 0.0366 3.7% 0.0048 0.5% 55% False False 148
80 0.9924 0.9558 0.0366 3.7% 0.0045 0.5% 55% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9975
2.618 0.9908
1.618 0.9867
1.000 0.9842
0.618 0.9826
HIGH 0.9801
0.618 0.9785
0.500 0.9781
0.382 0.9776
LOW 0.9760
0.618 0.9735
1.000 0.9719
1.618 0.9694
2.618 0.9653
4.250 0.9586
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 0.9781 0.9781
PP 0.9774 0.9774
S1 0.9768 0.9768

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

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