CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 0.9362 0.9383 0.0021 0.2% 0.9411
High 0.9409 0.9413 0.0004 0.0% 0.9418
Low 0.9343 0.9336 -0.0007 -0.1% 0.9336
Close 0.9389 0.9377 -0.0012 -0.1% 0.9377
Range 0.0066 0.0077 0.0011 16.7% 0.0082
ATR 0.0050 0.0052 0.0002 3.8% 0.0000
Volume 75,718 86,183 10,465 13.8% 355,493
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9606 0.9569 0.9419
R3 0.9529 0.9492 0.9398
R2 0.9452 0.9452 0.9391
R1 0.9415 0.9415 0.9384 0.9395
PP 0.9375 0.9375 0.9375 0.9366
S1 0.9338 0.9338 0.9370 0.9318
S2 0.9298 0.9298 0.9363
S3 0.9221 0.9261 0.9356
S4 0.9144 0.9184 0.9335
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9623 0.9582 0.9422
R3 0.9541 0.9500 0.9400
R2 0.9459 0.9459 0.9392
R1 0.9418 0.9418 0.9385 0.9398
PP 0.9377 0.9377 0.9377 0.9367
S1 0.9336 0.9336 0.9369 0.9316
S2 0.9295 0.9295 0.9362
S3 0.9213 0.9254 0.9354
S4 0.9131 0.9172 0.9332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9418 0.9336 0.0082 0.9% 0.0055 0.6% 50% False True 71,098
10 0.9504 0.9336 0.0168 1.8% 0.0055 0.6% 24% False True 63,879
20 0.9596 0.9336 0.0260 2.8% 0.0051 0.5% 16% False True 55,689
40 0.9728 0.9336 0.0392 4.2% 0.0050 0.5% 10% False True 50,753
60 0.9799 0.9336 0.0463 4.9% 0.0049 0.5% 9% False True 49,638
80 0.9799 0.9336 0.0463 4.9% 0.0050 0.5% 9% False True 39,150
100 0.9799 0.9336 0.0463 4.9% 0.0050 0.5% 9% False True 31,425
120 0.9799 0.9336 0.0463 4.9% 0.0053 0.6% 9% False True 26,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9740
2.618 0.9615
1.618 0.9538
1.000 0.9490
0.618 0.9461
HIGH 0.9413
0.618 0.9384
0.500 0.9375
0.382 0.9365
LOW 0.9336
0.618 0.9288
1.000 0.9259
1.618 0.9211
2.618 0.9134
4.250 0.9009
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 0.9376 0.9376
PP 0.9375 0.9375
S1 0.9375 0.9375

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

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