CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 0.9630 0.9594 -0.0036 -0.4% 0.9702
High 0.9632 0.9620 -0.0012 -0.1% 0.9726
Low 0.9585 0.9583 -0.0002 0.0% 0.9585
Close 0.9595 0.9614 0.0019 0.2% 0.9595
Range 0.0047 0.0037 -0.0010 -21.3% 0.0141
ATR 0.0060 0.0058 -0.0002 -2.7% 0.0000
Volume 292 689 397 136.0% 1,717
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9717 0.9702 0.9634
R3 0.9680 0.9665 0.9624
R2 0.9643 0.9643 0.9621
R1 0.9628 0.9628 0.9617 0.9636
PP 0.9606 0.9606 0.9606 0.9609
S1 0.9591 0.9591 0.9611 0.9599
S2 0.9569 0.9569 0.9607
S3 0.9532 0.9554 0.9604
S4 0.9495 0.9517 0.9594
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0058 0.9968 0.9673
R3 0.9917 0.9827 0.9634
R2 0.9776 0.9776 0.9621
R1 0.9686 0.9686 0.9608 0.9661
PP 0.9635 0.9635 0.9635 0.9623
S1 0.9545 0.9545 0.9582 0.9520
S2 0.9494 0.9494 0.9569
S3 0.9353 0.9404 0.9556
S4 0.9212 0.9263 0.9517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9726 0.9583 0.0143 1.5% 0.0055 0.6% 22% False True 400
10 0.9726 0.9583 0.0143 1.5% 0.0050 0.5% 22% False True 423
20 0.9726 0.9445 0.0281 2.9% 0.0052 0.5% 60% False False 324
40 0.9822 0.9390 0.0432 4.5% 0.0057 0.6% 52% False False 364
60 0.9880 0.9390 0.0490 5.1% 0.0062 0.6% 46% False False 310
80 0.9924 0.9390 0.0534 5.6% 0.0056 0.6% 42% False False 267
100 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 42% False False 224
120 0.9932 0.9390 0.0542 5.6% 0.0048 0.5% 41% False False 195
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9777
2.618 0.9717
1.618 0.9680
1.000 0.9657
0.618 0.9643
HIGH 0.9620
0.618 0.9606
0.500 0.9602
0.382 0.9597
LOW 0.9583
0.618 0.9560
1.000 0.9546
1.618 0.9523
2.618 0.9486
4.250 0.9426
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 0.9610 0.9640
PP 0.9606 0.9631
S1 0.9602 0.9623

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

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