CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 0.9496 0.9585 0.0089 0.9% 0.9466
High 0.9609 0.9628 0.0019 0.2% 0.9609
Low 0.9494 0.9577 0.0083 0.9% 0.9445
Close 0.9592 0.9622 0.0030 0.3% 0.9592
Range 0.0115 0.0051 -0.0064 -55.7% 0.0164
ATR 0.0057 0.0057 0.0000 -0.8% 0.0000
Volume 7,932 15,935 8,003 100.9% 17,872
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9762 0.9743 0.9650
R3 0.9711 0.9692 0.9636
R2 0.9660 0.9660 0.9631
R1 0.9641 0.9641 0.9627 0.9651
PP 0.9609 0.9609 0.9609 0.9614
S1 0.9590 0.9590 0.9617 0.9600
S2 0.9558 0.9558 0.9613
S3 0.9507 0.9539 0.9608
S4 0.9456 0.9488 0.9594
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0041 0.9980 0.9682
R3 0.9877 0.9816 0.9637
R2 0.9713 0.9713 0.9622
R1 0.9652 0.9652 0.9607 0.9683
PP 0.9549 0.9549 0.9549 0.9564
S1 0.9488 0.9488 0.9577 0.9519
S2 0.9385 0.9385 0.9562
S3 0.9221 0.9324 0.9547
S4 0.9057 0.9160 0.9502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9628 0.9445 0.0183 1.9% 0.0061 0.6% 97% True False 6,761
10 0.9628 0.9445 0.0183 1.9% 0.0052 0.5% 97% True False 4,218
20 0.9692 0.9437 0.0255 2.7% 0.0051 0.5% 73% False False 2,557
40 0.9726 0.9437 0.0289 3.0% 0.0052 0.5% 64% False False 1,519
60 0.9822 0.9390 0.0432 4.5% 0.0056 0.6% 54% False False 1,146
80 0.9822 0.9390 0.0432 4.5% 0.0060 0.6% 54% False False 915
100 0.9924 0.9390 0.0534 5.5% 0.0055 0.6% 43% False False 765
120 0.9924 0.9390 0.0534 5.5% 0.0052 0.5% 43% False False 643
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9845
2.618 0.9762
1.618 0.9711
1.000 0.9679
0.618 0.9660
HIGH 0.9628
0.618 0.9609
0.500 0.9603
0.382 0.9596
LOW 0.9577
0.618 0.9545
1.000 0.9526
1.618 0.9494
2.618 0.9443
4.250 0.9360
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 0.9616 0.9601
PP 0.9609 0.9579
S1 0.9603 0.9558

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

View Archives - Comment on this page... - Back to Index of Symbols