CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 0.9775 0.9745 -0.0030 -0.3% 0.9761
High 0.9775 0.9785 0.0010 0.1% 0.9822
Low 0.9750 0.9680 -0.0070 -0.7% 0.9715
Close 0.9759 0.9681 -0.0078 -0.8% 0.9789
Range 0.0025 0.0105 0.0080 320.0% 0.0107
ATR 0.0062 0.0065 0.0003 5.0% 0.0000
Volume 421 37 -384 -91.2% 1,512
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0030 0.9961 0.9739
R3 0.9925 0.9856 0.9710
R2 0.9820 0.9820 0.9700
R1 0.9751 0.9751 0.9691 0.9733
PP 0.9715 0.9715 0.9715 0.9707
S1 0.9646 0.9646 0.9671 0.9628
S2 0.9610 0.9610 0.9662
S3 0.9505 0.9541 0.9652
S4 0.9400 0.9436 0.9623
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 0.9680 0.0142 1.5% 0.0055 0.6% 1% False True 219
10 0.9822 0.9615 0.0207 2.1% 0.0069 0.7% 32% False False 270
20 0.9822 0.9558 0.0264 2.7% 0.0070 0.7% 47% False False 240
40 0.9924 0.9558 0.0366 3.8% 0.0056 0.6% 34% False False 215
60 0.9924 0.9558 0.0366 3.8% 0.0049 0.5% 34% False False 155
80 0.9924 0.9558 0.0366 3.8% 0.0045 0.5% 34% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0231
2.618 1.0060
1.618 0.9955
1.000 0.9890
0.618 0.9850
HIGH 0.9785
0.618 0.9745
0.500 0.9733
0.382 0.9720
LOW 0.9680
0.618 0.9615
1.000 0.9575
1.618 0.9510
2.618 0.9405
4.250 0.9234
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 0.9733 0.9741
PP 0.9715 0.9721
S1 0.9698 0.9701

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

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