CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 0.9655 0.9685 0.0030 0.3% 0.9560
High 0.9692 0.9705 0.0013 0.1% 0.9622
Low 0.9630 0.9652 0.0022 0.2% 0.9535
Close 0.9692 0.9658 -0.0034 -0.4% 0.9610
Range 0.0062 0.0053 -0.0009 -14.5% 0.0087
ATR 0.0063 0.0062 -0.0001 -1.1% 0.0000
Volume 229 811 582 254.1% 745
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9831 0.9797 0.9687
R3 0.9778 0.9744 0.9673
R2 0.9725 0.9725 0.9668
R1 0.9691 0.9691 0.9663 0.9682
PP 0.9672 0.9672 0.9672 0.9667
S1 0.9638 0.9638 0.9653 0.9629
S2 0.9619 0.9619 0.9648
S3 0.9566 0.9585 0.9643
S4 0.9513 0.9532 0.9629
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 0.9705 0.9545 0.0160 1.7% 0.0048 0.5% 71% True False 368
10 0.9705 0.9535 0.0170 1.8% 0.0055 0.6% 72% True False 302
20 0.9705 0.9390 0.0315 3.3% 0.0057 0.6% 85% True False 314
40 0.9822 0.9390 0.0432 4.5% 0.0064 0.7% 62% False False 333
60 0.9924 0.9390 0.0534 5.5% 0.0060 0.6% 50% False False 272
80 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 50% False False 231
100 0.9924 0.9390 0.0534 5.5% 0.0049 0.5% 50% False False 197
120 0.9975 0.9390 0.0585 6.1% 0.0047 0.5% 46% False False 171
Crabel Price Patterns
NR True
NR4 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9930
2.618 0.9844
1.618 0.9791
1.000 0.9758
0.618 0.9738
HIGH 0.9705
0.618 0.9685
0.500 0.9679
0.382 0.9672
LOW 0.9652
0.618 0.9619
1.000 0.9599
1.618 0.9566
2.618 0.9513
4.250 0.9427
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 0.9679 0.9660
PP 0.9672 0.9659
S1 0.9665 0.9659

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

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