CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 0.9482 0.9456 -0.0026 -0.3% 0.9500
High 0.9482 0.9480 -0.0002 0.0% 0.9552
Low 0.9417 0.9431 0.0014 0.1% 0.9436
Close 0.9450 0.9470 0.0020 0.2% 0.9484
Range 0.0065 0.0049 -0.0016 -24.6% 0.0116
ATR 0.0067 0.0066 -0.0001 -1.9% 0.0000
Volume 64 229 165 257.8% 3,093
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9607 0.9588 0.9497
R3 0.9558 0.9539 0.9483
R2 0.9509 0.9509 0.9479
R1 0.9490 0.9490 0.9474 0.9500
PP 0.9460 0.9460 0.9460 0.9465
S1 0.9441 0.9441 0.9466 0.9451
S2 0.9411 0.9411 0.9461
S3 0.9362 0.9392 0.9457
S4 0.9313 0.9343 0.9443
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9839 0.9777 0.9548
R3 0.9723 0.9661 0.9516
R2 0.9607 0.9607 0.9505
R1 0.9545 0.9545 0.9495 0.9518
PP 0.9491 0.9491 0.9491 0.9477
S1 0.9429 0.9429 0.9473 0.9402
S2 0.9375 0.9375 0.9463
S3 0.9259 0.9313 0.9452
S4 0.9143 0.9197 0.9420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9552 0.9417 0.0135 1.4% 0.0056 0.6% 39% False False 276
10 0.9681 0.9417 0.0264 2.8% 0.0068 0.7% 20% False False 473
20 0.9822 0.9417 0.0405 4.3% 0.0069 0.7% 13% False False 371
40 0.9924 0.9417 0.0507 5.4% 0.0066 0.7% 10% False False 273
60 0.9924 0.9417 0.0507 5.4% 0.0055 0.6% 10% False False 228
80 0.9924 0.9417 0.0507 5.4% 0.0050 0.5% 10% False False 183
100 0.9932 0.9417 0.0515 5.4% 0.0047 0.5% 10% False False 156
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9688
2.618 0.9608
1.618 0.9559
1.000 0.9529
0.618 0.9510
HIGH 0.9480
0.618 0.9461
0.500 0.9456
0.382 0.9450
LOW 0.9431
0.618 0.9401
1.000 0.9382
1.618 0.9352
2.618 0.9303
4.250 0.9223
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 0.9465 0.9465
PP 0.9460 0.9460
S1 0.9456 0.9455

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

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