CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	0.9470	0.9531	0.0061	0.6%	0.9801
High	0.9522	0.9552	0.0030	0.3%	0.9801
Low	0.9467	0.9483	0.0016	0.2%	0.9497
Close	0.9498	0.9503	0.0005	0.1%	0.9522
Range	0.0055	0.0069	0.0014	25.5%	0.0304
ATR	0.0070	0.0070	0.0000	-0.1%	0.0000
Volume	326	448	122	37.4%	1,612

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9720	0.9680	0.9541
R3	0.9651	0.9611	0.9522
R2	0.9582	0.9582	0.9516
R1	0.9542	0.9542	0.9509	0.9528
PP	0.9513	0.9513	0.9513	0.9505
S1	0.9473	0.9473	0.9497	0.9459
S2	0.9444	0.9444	0.9490
S3	0.9375	0.9404	0.9484
S4	0.9306	0.9335	0.9465

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	0.9598	0.9436	0.0162	1.7%	0.0075	0.8%	41%	False	False	719
10	0.9822	0.9436	0.0386	4.1%	0.0068	0.7%	17%	False	False	474
20	0.9822	0.9436	0.0386	4.1%	0.0071	0.7%	17%	False	False	346
40	0.9924	0.9436	0.0488	5.1%	0.0063	0.7%	14%	False	False	259
60	0.9924	0.9436	0.0488	5.1%	0.0055	0.6%	14%	False	False	216
80	0.9924	0.9436	0.0488	5.1%	0.0048	0.5%	14%	False	False	177
100	0.9975	0.9436	0.0539	5.7%	0.0045	0.5%	12%	False	False	149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9845
2.618	0.9733
1.618	0.9664
1.000	0.9621
0.618	0.9595
HIGH	0.9552
0.618	0.9526
0.500	0.9518
0.382	0.9509
LOW	0.9483
0.618	0.9440
1.000	0.9414
1.618	0.9371
2.618	0.9302
4.250	0.9190

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	0.9518	0.9502
PP	0.9513	0.9502
S1	0.9508	0.9501

Download as Excel Spreadsheet

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

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