CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 0.9628 0.9604 -0.0024 -0.2% 0.9676
High 0.9642 0.9625 -0.0017 -0.2% 0.9725
Low 0.9592 0.9581 -0.0011 -0.1% 0.9637
Close 0.9605 0.9603 -0.0002 0.0% 0.9693
Range 0.0050 0.0044 -0.0006 -12.0% 0.0088
ATR 0.0048 0.0047 0.0000 -0.6% 0.0000
Volume 56,676 44,405 -12,271 -21.7% 226,943
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9735 0.9713 0.9627
R3 0.9691 0.9669 0.9615
R2 0.9647 0.9647 0.9611
R1 0.9625 0.9625 0.9607 0.9614
PP 0.9603 0.9603 0.9603 0.9598
S1 0.9581 0.9581 0.9599 0.9570
S2 0.9559 0.9559 0.9595
S3 0.9515 0.9537 0.9591
S4 0.9471 0.9493 0.9579
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 0.9581 0.0120 1.2% 0.0048 0.5% 18% False True 45,276
10 0.9725 0.9581 0.0144 1.5% 0.0043 0.4% 15% False True 44,537
20 0.9799 0.9581 0.0218 2.3% 0.0047 0.5% 10% False True 47,408
40 0.9799 0.9437 0.0362 3.8% 0.0050 0.5% 46% False False 27,547
60 0.9799 0.9437 0.0362 3.8% 0.0050 0.5% 46% False False 18,539
80 0.9799 0.9390 0.0409 4.3% 0.0054 0.6% 52% False False 13,998
100 0.9822 0.9390 0.0432 4.5% 0.0057 0.6% 49% False False 11,246
120 0.9924 0.9390 0.0534 5.6% 0.0054 0.6% 40% False False 9,404
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9812
2.618 0.9740
1.618 0.9696
1.000 0.9669
0.618 0.9652
HIGH 0.9625
0.618 0.9608
0.500 0.9603
0.382 0.9598
LOW 0.9581
0.618 0.9554
1.000 0.9537
1.618 0.9510
2.618 0.9466
4.250 0.9394
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 0.9603 0.9633
PP 0.9603 0.9623
S1 0.9603 0.9613

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

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