CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 0.9575 0.9601 0.0026 0.3% 0.9560
High 0.9600 0.9622 0.0022 0.2% 0.9622
Low 0.9545 0.9589 0.0044 0.5% 0.9535
Close 0.9596 0.9610 0.0014 0.1% 0.9610
Range 0.0055 0.0033 -0.0022 -40.0% 0.0087
ATR 0.0067 0.0064 -0.0002 -3.6% 0.0000
Volume 138 218 80 58.0% 745
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9706 0.9691 0.9628
R3 0.9673 0.9658 0.9619
R2 0.9640 0.9640 0.9616
R1 0.9625 0.9625 0.9613 0.9633
PP 0.9607 0.9607 0.9607 0.9611
S1 0.9592 0.9592 0.9607 0.9600
S2 0.9574 0.9574 0.9604
S3 0.9541 0.9559 0.9601
S4 0.9508 0.9526 0.9592
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9850 0.9817 0.9658
R3 0.9763 0.9730 0.9634
R2 0.9676 0.9676 0.9626
R1 0.9643 0.9643 0.9618 0.9660
PP 0.9589 0.9589 0.9589 0.9597
S1 0.9556 0.9556 0.9602 0.9573
S2 0.9502 0.9502 0.9594
S3 0.9415 0.9469 0.9586
S4 0.9328 0.9382 0.9562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9622 0.9535 0.0087 0.9% 0.0052 0.5% 86% True False 149
10 0.9640 0.9414 0.0226 2.4% 0.0053 0.6% 87% False False 279
20 0.9640 0.9390 0.0250 2.6% 0.0061 0.6% 88% False False 381
40 0.9822 0.9390 0.0432 4.5% 0.0065 0.7% 51% False False 312
60 0.9924 0.9390 0.0534 5.6% 0.0059 0.6% 41% False False 268
80 0.9924 0.9390 0.0534 5.6% 0.0053 0.6% 41% False False 213
100 0.9924 0.9390 0.0534 5.6% 0.0049 0.5% 41% False False 183
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9762
2.618 0.9708
1.618 0.9675
1.000 0.9655
0.618 0.9642
HIGH 0.9622
0.618 0.9609
0.500 0.9606
0.382 0.9602
LOW 0.9589
0.618 0.9569
1.000 0.9556
1.618 0.9536
2.618 0.9503
4.250 0.9449
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 0.9609 0.9600
PP 0.9607 0.9589
S1 0.9606 0.9579

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

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