CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 0.9477 0.9419 -0.0058 -0.6% 0.9468
High 0.9505 0.9444 -0.0061 -0.6% 0.9505
Low 0.9390 0.9414 0.0024 0.3% 0.9390
Close 0.9415 0.9436 0.0021 0.2% 0.9415
Range 0.0115 0.0030 -0.0085 -73.9% 0.0115
ATR 0.0069 0.0066 -0.0003 -4.0% 0.0000
Volume 299 994 695 232.4% 884
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9521 0.9509 0.9453
R3 0.9491 0.9479 0.9444
R2 0.9461 0.9461 0.9442
R1 0.9449 0.9449 0.9439 0.9455
PP 0.9431 0.9431 0.9431 0.9435
S1 0.9419 0.9419 0.9433 0.9425
S2 0.9401 0.9401 0.9431
S3 0.9371 0.9389 0.9428
S4 0.9341 0.9359 0.9420
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 0.9505 0.9390 0.0115 1.2% 0.0058 0.6% 40% False False 375
10 0.9552 0.9390 0.0162 1.7% 0.0063 0.7% 28% False False 497
20 0.9822 0.9390 0.0432 4.6% 0.0063 0.7% 11% False False 404
40 0.9880 0.9390 0.0490 5.2% 0.0067 0.7% 9% False False 303
60 0.9924 0.9390 0.0534 5.7% 0.0057 0.6% 9% False False 249
80 0.9924 0.9390 0.0534 5.7% 0.0051 0.5% 9% False False 199
100 0.9932 0.9390 0.0542 5.7% 0.0047 0.5% 8% False False 169
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9572
2.618 0.9523
1.618 0.9493
1.000 0.9474
0.618 0.9463
HIGH 0.9444
0.618 0.9433
0.500 0.9429
0.382 0.9425
LOW 0.9414
0.618 0.9395
1.000 0.9384
1.618 0.9365
2.618 0.9335
4.250 0.9287
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 0.9434 0.9448
PP 0.9431 0.9444
S1 0.9429 0.9440

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

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