CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 0.9692 0.9679 -0.0013 -0.1% 0.9676
High 0.9695 0.9685 -0.0010 -0.1% 0.9725
Low 0.9659 0.9622 -0.0037 -0.4% 0.9637
Close 0.9683 0.9623 -0.0060 -0.6% 0.9693
Range 0.0036 0.0063 0.0027 75.0% 0.0088
ATR 0.0046 0.0048 0.0001 2.6% 0.0000
Volume 37,625 48,283 10,658 28.3% 226,943
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9832 0.9791 0.9658
R3 0.9769 0.9728 0.9640
R2 0.9706 0.9706 0.9635
R1 0.9665 0.9665 0.9629 0.9654
PP 0.9643 0.9643 0.9643 0.9638
S1 0.9602 0.9602 0.9617 0.9591
S2 0.9580 0.9580 0.9611
S3 0.9517 0.9539 0.9606
S4 0.9454 0.9476 0.9588
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9949 0.9909 0.9741
R3 0.9861 0.9821 0.9717
R2 0.9773 0.9773 0.9709
R1 0.9733 0.9733 0.9701 0.9753
PP 0.9685 0.9685 0.9685 0.9695
S1 0.9645 0.9645 0.9685 0.9665
S2 0.9597 0.9597 0.9677
S3 0.9509 0.9557 0.9669
S4 0.9421 0.9469 0.9645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9701 0.9622 0.0079 0.8% 0.0041 0.4% 1% False True 43,309
10 0.9725 0.9622 0.0103 1.1% 0.0040 0.4% 1% False True 42,506
20 0.9799 0.9622 0.0177 1.8% 0.0047 0.5% 1% False True 46,178
40 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 51% False False 25,037
60 0.9799 0.9437 0.0362 3.8% 0.0051 0.5% 51% False False 16,859
80 0.9801 0.9390 0.0411 4.3% 0.0054 0.6% 57% False False 12,741
100 0.9822 0.9390 0.0432 4.5% 0.0057 0.6% 54% False False 10,240
120 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 44% False False 8,562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9953
2.618 0.9850
1.618 0.9787
1.000 0.9748
0.618 0.9724
HIGH 0.9685
0.618 0.9661
0.500 0.9654
0.382 0.9646
LOW 0.9622
0.618 0.9583
1.000 0.9559
1.618 0.9520
2.618 0.9457
4.250 0.9354
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 0.9654 0.9662
PP 0.9643 0.9649
S1 0.9633 0.9636

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

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