CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 0.9681 0.9598 -0.0083 -0.9% 0.9801
High 0.9681 0.9598 -0.0083 -0.9% 0.9801
Low 0.9580 0.9497 -0.0083 -0.9% 0.9497
Close 0.9580 0.9522 -0.0058 -0.6% 0.9522
Range 0.0101 0.0101 0.0000 0.0% 0.0304
ATR 0.0068 0.0070 0.0002 3.5% 0.0000
Volume 200 853 653 326.5% 1,612
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9842 0.9783 0.9578
R3 0.9741 0.9682 0.9550
R2 0.9640 0.9640 0.9541
R1 0.9581 0.9581 0.9531 0.9560
PP 0.9539 0.9539 0.9539 0.9529
S1 0.9480 0.9480 0.9513 0.9459
S2 0.9438 0.9438 0.9503
S3 0.9337 0.9379 0.9494
S4 0.9236 0.9278 0.9466
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0519 1.0324 0.9689
R3 1.0215 1.0020 0.9606
R2 0.9911 0.9911 0.9578
R1 0.9716 0.9716 0.9550 0.9662
PP 0.9607 0.9607 0.9607 0.9579
S1 0.9412 0.9412 0.9494 0.9358
S2 0.9303 0.9303 0.9466
S3 0.8999 0.9108 0.9438
S4 0.8695 0.8804 0.9355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9497 0.0304 3.2% 0.0075 0.8% 8% False True 322
10 0.9822 0.9497 0.0325 3.4% 0.0063 0.7% 8% False True 312
20 0.9822 0.9497 0.0325 3.4% 0.0069 0.7% 8% False True 272
40 0.9924 0.9497 0.0427 4.5% 0.0059 0.6% 6% False True 229
60 0.9924 0.9497 0.0427 4.5% 0.0051 0.5% 6% False True 171
80 0.9924 0.9497 0.0427 4.5% 0.0047 0.5% 6% False True 145
100 0.9975 0.9497 0.0478 5.0% 0.0044 0.5% 5% False True 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Fibonacci Retracements and Extensions
4.250 1.0027
2.618 0.9862
1.618 0.9761
1.000 0.9699
0.618 0.9660
HIGH 0.9598
0.618 0.9559
0.500 0.9548
0.382 0.9536
LOW 0.9497
0.618 0.9435
1.000 0.9396
1.618 0.9334
2.618 0.9233
4.250 0.9068
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 0.9548 0.9641
PP 0.9539 0.9601
S1 0.9531 0.9562

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

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