CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 0.9483 0.9470 -0.0013 -0.1% 0.9801
High 0.9523 0.9522 -0.0001 0.0% 0.9801
Low 0.9450 0.9467 0.0017 0.2% 0.9497
Close 0.9469 0.9498 0.0029 0.3% 0.9522
Range 0.0073 0.0055 -0.0018 -24.7% 0.0304
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 816 326 -490 -60.0% 1,612
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9661 0.9634 0.9528
R3 0.9606 0.9579 0.9513
R2 0.9551 0.9551 0.9508
R1 0.9524 0.9524 0.9503 0.9538
PP 0.9496 0.9496 0.9496 0.9502
S1 0.9469 0.9469 0.9493 0.9483
S2 0.9441 0.9441 0.9488
S3 0.9386 0.9414 0.9483
S4 0.9331 0.9359 0.9468
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 0.9681 0.9436 0.0245 2.6% 0.0081 0.9% 25% False False 669
10 0.9822 0.9436 0.0386 4.1% 0.0068 0.7% 16% False False 444
20 0.9822 0.9436 0.0386 4.1% 0.0070 0.7% 16% False False 345
40 0.9924 0.9436 0.0488 5.1% 0.0062 0.6% 13% False False 257
60 0.9924 0.9436 0.0488 5.1% 0.0054 0.6% 13% False False 209
80 0.9924 0.9436 0.0488 5.1% 0.0048 0.5% 13% False False 172
100 0.9975 0.9436 0.0539 5.7% 0.0045 0.5% 12% False False 145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9756
2.618 0.9666
1.618 0.9611
1.000 0.9577
0.618 0.9556
HIGH 0.9522
0.618 0.9501
0.500 0.9495
0.382 0.9488
LOW 0.9467
0.618 0.9433
1.000 0.9412
1.618 0.9378
2.618 0.9323
4.250 0.9233
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 0.9497 0.9492
PP 0.9496 0.9486
S1 0.9495 0.9480

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

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