CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 0.9519 0.9509 -0.0010 -0.1% 0.9658
High 0.9520 0.9517 -0.0003 0.0% 0.9664
Low 0.9490 0.9460 -0.0030 -0.3% 0.9437
Close 0.9515 0.9471 -0.0044 -0.5% 0.9488
Range 0.0030 0.0057 0.0027 90.0% 0.0227
ATR 0.0055 0.0055 0.0000 0.2% 0.0000
Volume 1,177 899 -278 -23.6% 6,602
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9654 0.9619 0.9502
R3 0.9597 0.9562 0.9487
R2 0.9540 0.9540 0.9481
R1 0.9505 0.9505 0.9476 0.9494
PP 0.9483 0.9483 0.9483 0.9477
S1 0.9448 0.9448 0.9466 0.9437
S2 0.9426 0.9426 0.9461
S3 0.9369 0.9391 0.9455
S4 0.9312 0.9334 0.9440
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 0.9522 0.9437 0.0085 0.9% 0.0047 0.5% 40% False False 1,594
10 0.9686 0.9437 0.0249 2.6% 0.0050 0.5% 14% False False 1,271
20 0.9702 0.9437 0.0265 2.8% 0.0051 0.5% 13% False False 985
40 0.9726 0.9390 0.0336 3.5% 0.0053 0.6% 24% False False 662
60 0.9822 0.9390 0.0432 4.6% 0.0058 0.6% 19% False False 565
80 0.9924 0.9390 0.0534 5.6% 0.0059 0.6% 15% False False 467
100 0.9924 0.9390 0.0534 5.6% 0.0054 0.6% 15% False False 402
120 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 15% False False 343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9759
2.618 0.9666
1.618 0.9609
1.000 0.9574
0.618 0.9552
HIGH 0.9517
0.618 0.9495
0.500 0.9489
0.382 0.9482
LOW 0.9460
0.618 0.9425
1.000 0.9403
1.618 0.9368
2.618 0.9311
4.250 0.9218
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 0.9489 0.9491
PP 0.9483 0.9484
S1 0.9477 0.9478

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

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