CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 0.9457 0.9540 0.0083 0.9% 0.9468
High 0.9535 0.9640 0.0105 1.1% 0.9505
Low 0.9454 0.9540 0.0086 0.9% 0.9390
Close 0.9482 0.9602 0.0120 1.3% 0.9415
Range 0.0081 0.0100 0.0019 23.5% 0.0115
ATR 0.0065 0.0072 0.0007 10.2% 0.0000
Volume 95 133 38 40.0% 884
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9894 0.9848 0.9657
R3 0.9794 0.9748 0.9630
R2 0.9694 0.9694 0.9620
R1 0.9648 0.9648 0.9611 0.9671
PP 0.9594 0.9594 0.9594 0.9606
S1 0.9548 0.9548 0.9593 0.9571
S2 0.9494 0.9494 0.9584
S3 0.9394 0.9448 0.9575
S4 0.9294 0.9348 0.9547
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 0.9640 0.9390 0.0250 2.6% 0.0070 0.7% 85% True False 337
10 0.9640 0.9390 0.0250 2.6% 0.0063 0.7% 85% True False 307
20 0.9822 0.9390 0.0432 4.5% 0.0065 0.7% 49% False False 375
40 0.9822 0.9390 0.0432 4.5% 0.0068 0.7% 49% False False 303
60 0.9924 0.9390 0.0534 5.6% 0.0057 0.6% 40% False False 252
80 0.9924 0.9390 0.0534 5.6% 0.0052 0.5% 40% False False 198
100 0.9924 0.9390 0.0534 5.6% 0.0048 0.5% 40% False False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0065
2.618 0.9902
1.618 0.9802
1.000 0.9740
0.618 0.9702
HIGH 0.9640
0.618 0.9602
0.500 0.9590
0.382 0.9578
LOW 0.9540
0.618 0.9478
1.000 0.9440
1.618 0.9378
2.618 0.9278
4.250 0.9115
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 0.9598 0.9582
PP 0.9594 0.9562
S1 0.9590 0.9543

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

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