CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 0.9598 0.9500 -0.0098 -1.0% 0.9801
High 0.9598 0.9511 -0.0087 -0.9% 0.9801
Low 0.9497 0.9436 -0.0061 -0.6% 0.9497
Close 0.9522 0.9491 -0.0031 -0.3% 0.9522
Range 0.0101 0.0075 -0.0026 -25.7% 0.0304
ATR 0.0070 0.0071 0.0001 1.6% 0.0000
Volume 853 1,152 299 35.1% 1,612
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9704 0.9673 0.9532
R3 0.9629 0.9598 0.9512
R2 0.9554 0.9554 0.9505
R1 0.9523 0.9523 0.9498 0.9501
PP 0.9479 0.9479 0.9479 0.9469
S1 0.9448 0.9448 0.9484 0.9426
S2 0.9404 0.9404 0.9477
S3 0.9329 0.9373 0.9470
S4 0.9254 0.9298 0.9450
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 0.9785 0.9436 0.0349 3.7% 0.0081 0.9% 16% False True 532
10 0.9822 0.9436 0.0386 4.1% 0.0067 0.7% 14% False True 383
20 0.9822 0.9436 0.0386 4.1% 0.0071 0.7% 14% False True 320
40 0.9924 0.9436 0.0488 5.1% 0.0061 0.6% 11% False True 257
60 0.9924 0.9436 0.0488 5.1% 0.0053 0.6% 11% False True 190
80 0.9924 0.9436 0.0488 5.1% 0.0047 0.5% 11% False True 158
100 0.9975 0.9436 0.0539 5.7% 0.0044 0.5% 10% False True 135
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 False
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 0.9830
2.618 0.9707
1.618 0.9632
1.000 0.9586
0.618 0.9557
HIGH 0.9511
0.618 0.9482
0.500 0.9474
0.382 0.9465
LOW 0.9436
0.618 0.9390
1.000 0.9361
1.618 0.9315
2.618 0.9240
4.250 0.9117
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 0.9485 0.9559
PP 0.9479 0.9536
S1 0.9474 0.9514

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

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