CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 0.9492 0.9497 0.0005 0.1% 0.9658
High 0.9498 0.9522 0.0024 0.3% 0.9664
Low 0.9471 0.9462 -0.0009 -0.1% 0.9437
Close 0.9496 0.9510 0.0014 0.1% 0.9488
Range 0.0027 0.0060 0.0033 122.2% 0.0227
ATR 0.0057 0.0057 0.0000 0.4% 0.0000
Volume 1,513 1,979 466 30.8% 6,602
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9678 0.9654 0.9543
R3 0.9618 0.9594 0.9527
R2 0.9558 0.9558 0.9521
R1 0.9534 0.9534 0.9516 0.9546
PP 0.9498 0.9498 0.9498 0.9504
S1 0.9474 0.9474 0.9505 0.9486
S2 0.9438 0.9438 0.9499
S3 0.9378 0.9414 0.9494
S4 0.9318 0.9354 0.9477
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0211 1.0076 0.9613
R3 0.9984 0.9849 0.9550
R2 0.9757 0.9757 0.9530
R1 0.9622 0.9622 0.9509 0.9576
PP 0.9530 0.9530 0.9530 0.9507
S1 0.9395 0.9395 0.9467 0.9349
S2 0.9303 0.9303 0.9446
S3 0.9076 0.9168 0.9426
S4 0.8849 0.8941 0.9363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9588 0.9437 0.0151 1.6% 0.0054 0.6% 48% False False 1,777
10 0.9686 0.9437 0.0249 2.6% 0.0052 0.5% 29% False False 1,163
20 0.9726 0.9437 0.0289 3.0% 0.0054 0.6% 25% False False 917
40 0.9726 0.9390 0.0336 3.5% 0.0054 0.6% 36% False False 618
60 0.9822 0.9390 0.0432 4.5% 0.0059 0.6% 28% False False 535
80 0.9924 0.9390 0.0534 5.6% 0.0059 0.6% 22% False False 443
100 0.9924 0.9390 0.0534 5.6% 0.0054 0.6% 22% False False 382
120 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 22% False False 327
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9777
2.618 0.9679
1.618 0.9619
1.000 0.9582
0.618 0.9559
HIGH 0.9522
0.618 0.9499
0.500 0.9492
0.382 0.9485
LOW 0.9462
0.618 0.9425
1.000 0.9402
1.618 0.9365
2.618 0.9305
4.250 0.9207
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 0.9504 0.9500
PP 0.9498 0.9490
S1 0.9492 0.9480

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

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