CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 0.9691 0.9706 0.0015 0.2% 0.9635
High 0.9728 0.9712 -0.0016 -0.2% 0.9718
Low 0.9686 0.9605 -0.0081 -0.8% 0.9609
Close 0.9707 0.9609 -0.0098 -1.0% 0.9700
Range 0.0042 0.0107 0.0065 154.8% 0.0109
ATR 0.0045 0.0049 0.0004 10.0% 0.0000
Volume 47,821 91,189 43,368 90.7% 192,530
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9963 0.9893 0.9668
R3 0.9856 0.9786 0.9638
R2 0.9749 0.9749 0.9629
R1 0.9679 0.9679 0.9619 0.9661
PP 0.9642 0.9642 0.9642 0.9633
S1 0.9572 0.9572 0.9599 0.9554
S2 0.9535 0.9535 0.9589
S3 0.9428 0.9465 0.9580
S4 0.9321 0.9358 0.9550
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0003 0.9960 0.9760
R3 0.9894 0.9851 0.9730
R2 0.9785 0.9785 0.9720
R1 0.9742 0.9742 0.9710 0.9764
PP 0.9676 0.9676 0.9676 0.9686
S1 0.9633 0.9633 0.9690 0.9655
S2 0.9567 0.9567 0.9680
S3 0.9458 0.9524 0.9670
S4 0.9349 0.9415 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9728 0.9605 0.0123 1.3% 0.0048 0.5% 3% False True 50,148
10 0.9728 0.9581 0.0147 1.5% 0.0049 0.5% 19% False False 45,005
20 0.9728 0.9581 0.0147 1.5% 0.0046 0.5% 19% False False 44,467
40 0.9799 0.9445 0.0354 3.7% 0.0049 0.5% 46% False False 37,408
60 0.9799 0.9437 0.0362 3.8% 0.0051 0.5% 48% False False 25,244
80 0.9799 0.9390 0.0409 4.3% 0.0051 0.5% 54% False False 19,013
100 0.9822 0.9390 0.0432 4.5% 0.0055 0.6% 51% False False 15,284
120 0.9924 0.9390 0.0534 5.6% 0.0055 0.6% 41% False False 12,765
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 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0167
2.618 0.9992
1.618 0.9885
1.000 0.9819
0.618 0.9778
HIGH 0.9712
0.618 0.9671
0.500 0.9659
0.382 0.9646
LOW 0.9605
0.618 0.9539
1.000 0.9498
1.618 0.9432
2.618 0.9325
4.250 0.9150
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 0.9659 0.9667
PP 0.9642 0.9647
S1 0.9626 0.9628

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

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