CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 0.9456 0.9477 0.0021 0.2% 0.9468
High 0.9480 0.9505 0.0025 0.3% 0.9505
Low 0.9431 0.9390 -0.0041 -0.4% 0.9390
Close 0.9470 0.9415 -0.0055 -0.6% 0.9415
Range 0.0049 0.0115 0.0066 134.7% 0.0115
ATR 0.0066 0.0069 0.0004 5.4% 0.0000
Volume 229 299 70 30.6% 884
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9782 0.9713 0.9478
R3 0.9667 0.9598 0.9447
R2 0.9552 0.9552 0.9436
R1 0.9483 0.9483 0.9426 0.9460
PP 0.9437 0.9437 0.9437 0.9425
S1 0.9368 0.9368 0.9404 0.9345
S2 0.9322 0.9322 0.9394
S3 0.9207 0.9253 0.9383
S4 0.9092 0.9138 0.9352
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9782 0.9713 0.9478
R3 0.9667 0.9598 0.9447
R2 0.9552 0.9552 0.9436
R1 0.9483 0.9483 0.9426 0.9460
PP 0.9437 0.9437 0.9437 0.9425
S1 0.9368 0.9368 0.9404 0.9345
S2 0.9322 0.9322 0.9394
S3 0.9207 0.9253 0.9383
S4 0.9092 0.9138 0.9352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9507 0.9390 0.0117 1.2% 0.0065 0.7% 21% False True 247
10 0.9598 0.9390 0.0208 2.2% 0.0070 0.7% 12% False True 483
20 0.9822 0.9390 0.0432 4.6% 0.0067 0.7% 6% False True 383
40 0.9924 0.9390 0.0534 5.7% 0.0068 0.7% 5% False True 279
60 0.9924 0.9390 0.0534 5.7% 0.0057 0.6% 5% False True 232
80 0.9924 0.9390 0.0534 5.7% 0.0051 0.5% 5% False True 187
100 0.9932 0.9390 0.0542 5.8% 0.0047 0.5% 5% False True 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9994
2.618 0.9806
1.618 0.9691
1.000 0.9620
0.618 0.9576
HIGH 0.9505
0.618 0.9461
0.500 0.9448
0.382 0.9434
LOW 0.9390
0.618 0.9319
1.000 0.9275
1.618 0.9204
2.618 0.9089
4.250 0.8901
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 0.9448 0.9448
PP 0.9437 0.9437
S1 0.9426 0.9426

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

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