CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 0.9560 0.9549 -0.0011 -0.1% 0.9419
High 0.9576 0.9611 0.0035 0.4% 0.9640
Low 0.9550 0.9540 -0.0010 -0.1% 0.9414
Close 0.9561 0.9607 0.0046 0.5% 0.9586
Range 0.0026 0.0071 0.0045 173.1% 0.0226
ATR 0.0067 0.0067 0.0000 0.4% 0.0000
Volume 115 161 46 40.0% 2,047
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9799 0.9774 0.9646
R3 0.9728 0.9703 0.9627
R2 0.9657 0.9657 0.9620
R1 0.9632 0.9632 0.9614 0.9645
PP 0.9586 0.9586 0.9586 0.9592
S1 0.9561 0.9561 0.9600 0.9574
S2 0.9515 0.9515 0.9594
S3 0.9444 0.9490 0.9587
S4 0.9373 0.9419 0.9568
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0225 1.0131 0.9710
R3 0.9999 0.9905 0.9648
R2 0.9773 0.9773 0.9627
R1 0.9679 0.9679 0.9607 0.9726
PP 0.9547 0.9547 0.9547 0.9570
S1 0.9453 0.9453 0.9565 0.9500
S2 0.9321 0.9321 0.9545
S3 0.9095 0.9227 0.9524
S4 0.8869 0.9001 0.9462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9640 0.9454 0.0186 1.9% 0.0063 0.7% 82% False False 232
10 0.9640 0.9390 0.0250 2.6% 0.0060 0.6% 87% False False 291
20 0.9785 0.9390 0.0395 4.1% 0.0065 0.7% 55% False False 390
40 0.9822 0.9390 0.0432 4.5% 0.0067 0.7% 50% False False 313
60 0.9924 0.9390 0.0534 5.6% 0.0058 0.6% 41% False False 266
80 0.9924 0.9390 0.0534 5.6% 0.0052 0.5% 41% False False 208
100 0.9924 0.9390 0.0534 5.6% 0.0049 0.5% 41% False False 180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9913
2.618 0.9797
1.618 0.9726
1.000 0.9682
0.618 0.9655
HIGH 0.9611
0.618 0.9584
0.500 0.9576
0.382 0.9567
LOW 0.9540
0.618 0.9496
1.000 0.9469
1.618 0.9425
2.618 0.9354
4.250 0.9238
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 0.9597 0.9597
PP 0.9586 0.9587
S1 0.9576 0.9577

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

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