CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 0.9620 0.9596 -0.0024 -0.2% 0.9702
High 0.9632 0.9596 -0.0036 -0.4% 0.9726
Low 0.9599 0.9544 -0.0055 -0.6% 0.9585
Close 0.9615 0.9564 -0.0051 -0.5% 0.9595
Range 0.0033 0.0052 0.0019 57.6% 0.0141
ATR 0.0057 0.0058 0.0001 1.8% 0.0000
Volume 46 488 442 960.9% 1,717
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9724 0.9696 0.9593
R3 0.9672 0.9644 0.9578
R2 0.9620 0.9620 0.9574
R1 0.9592 0.9592 0.9569 0.9580
PP 0.9568 0.9568 0.9568 0.9562
S1 0.9540 0.9540 0.9559 0.9528
S2 0.9516 0.9516 0.9554
S3 0.9464 0.9488 0.9550
S4 0.9412 0.9436 0.9535
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 0.9696 0.9544 0.0152 1.6% 0.0047 0.5% 13% False True 381
10 0.9726 0.9544 0.0182 1.9% 0.0047 0.5% 11% False True 373
20 0.9726 0.9535 0.0191 2.0% 0.0051 0.5% 15% False False 337
40 0.9822 0.9390 0.0432 4.5% 0.0057 0.6% 40% False False 359
60 0.9844 0.9390 0.0454 4.7% 0.0062 0.6% 38% False False 313
80 0.9924 0.9390 0.0534 5.6% 0.0055 0.6% 33% False False 273
100 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 33% False False 228
120 0.9924 0.9390 0.0534 5.6% 0.0048 0.5% 33% False False 198
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9817
2.618 0.9732
1.618 0.9680
1.000 0.9648
0.618 0.9628
HIGH 0.9596
0.618 0.9576
0.500 0.9570
0.382 0.9564
LOW 0.9544
0.618 0.9512
1.000 0.9492
1.618 0.9460
2.618 0.9408
4.250 0.9323
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 0.9570 0.9588
PP 0.9568 0.9580
S1 0.9566 0.9572

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

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