CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 0.9801 0.9775 -0.0026 -0.3% 0.9761
High 0.9801 0.9775 -0.0026 -0.3% 0.9822
Low 0.9760 0.9750 -0.0010 -0.1% 0.9715
Close 0.9761 0.9759 -0.0002 0.0% 0.9789
Range 0.0041 0.0025 -0.0016 -39.0% 0.0107
ATR 0.0065 0.0062 -0.0003 -4.4% 0.0000
Volume 101 421 320 316.8% 1,512
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9836 0.9823 0.9773
R3 0.9811 0.9798 0.9766
R2 0.9786 0.9786 0.9764
R1 0.9773 0.9773 0.9761 0.9767
PP 0.9761 0.9761 0.9761 0.9759
S1 0.9748 0.9748 0.9757 0.9742
S2 0.9736 0.9736 0.9754
S3 0.9711 0.9723 0.9752
S4 0.9686 0.9698 0.9745
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 0.9740 0.0082 0.8% 0.0045 0.5% 23% False False 258
10 0.9822 0.9592 0.0230 2.4% 0.0062 0.6% 73% False False 277
20 0.9822 0.9558 0.0264 2.7% 0.0067 0.7% 76% False False 239
40 0.9924 0.9558 0.0366 3.8% 0.0054 0.6% 55% False False 215
60 0.9924 0.9558 0.0366 3.8% 0.0048 0.5% 55% False False 155
80 0.9924 0.9558 0.0366 3.8% 0.0044 0.5% 55% False False 133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9881
2.618 0.9840
1.618 0.9815
1.000 0.9800
0.618 0.9790
HIGH 0.9775
0.618 0.9765
0.500 0.9763
0.382 0.9760
LOW 0.9750
0.618 0.9735
1.000 0.9725
1.618 0.9710
2.618 0.9685
4.250 0.9644
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 0.9763 0.9786
PP 0.9761 0.9777
S1 0.9760 0.9768

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

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