CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 0.9500 0.9483 -0.0017 -0.2% 0.9801
High 0.9511 0.9523 0.0012 0.1% 0.9801
Low 0.9436 0.9450 0.0014 0.1% 0.9497
Close 0.9491 0.9469 -0.0022 -0.2% 0.9522
Range 0.0075 0.0073 -0.0002 -2.7% 0.0304
ATR 0.0071 0.0071 0.0000 0.2% 0.0000
Volume 1,152 816 -336 -29.2% 1,612
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9700 0.9657 0.9509
R3 0.9627 0.9584 0.9489
R2 0.9554 0.9554 0.9482
R1 0.9511 0.9511 0.9476 0.9496
PP 0.9481 0.9481 0.9481 0.9473
S1 0.9438 0.9438 0.9462 0.9423
S2 0.9408 0.9408 0.9456
S3 0.9335 0.9365 0.9449
S4 0.9262 0.9292 0.9429
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% 0.0091 1.0% 9% False False 611
10 0.9822 0.9436 0.0386 4.1% 0.0068 0.7% 9% False False 435
20 0.9822 0.9436 0.0386 4.1% 0.0071 0.7% 9% False False 353
40 0.9924 0.9436 0.0488 5.2% 0.0062 0.7% 7% False False 251
60 0.9924 0.9436 0.0488 5.2% 0.0054 0.6% 7% False False 204
80 0.9924 0.9436 0.0488 5.2% 0.0047 0.5% 7% False False 168
100 0.9975 0.9436 0.0539 5.7% 0.0045 0.5% 6% False False 142
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9833
2.618 0.9714
1.618 0.9641
1.000 0.9596
0.618 0.9568
HIGH 0.9523
0.618 0.9495
0.500 0.9487
0.382 0.9478
LOW 0.9450
0.618 0.9405
1.000 0.9377
1.618 0.9332
2.618 0.9259
4.250 0.9140
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 0.9487 0.9517
PP 0.9481 0.9501
S1 0.9475 0.9485

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

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