CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 0.9683 0.9711 0.0028 0.3% 0.9630
High 0.9739 0.9733 -0.0006 -0.1% 0.9739
Low 0.9678 0.9694 0.0016 0.2% 0.9630
Close 0.9710 0.9713 0.0003 0.0% 0.9713
Range 0.0061 0.0039 -0.0022 -36.1% 0.0109
ATR 0.0069 0.0067 -0.0002 -3.1% 0.0000
Volume 59,141 51,590 -7,551 -12.8% 300,166
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9830 0.9811 0.9734
R3 0.9791 0.9772 0.9724
R2 0.9752 0.9752 0.9720
R1 0.9733 0.9733 0.9717 0.9743
PP 0.9713 0.9713 0.9713 0.9718
S1 0.9694 0.9694 0.9709 0.9704
S2 0.9674 0.9674 0.9706
S3 0.9635 0.9655 0.9702
S4 0.9596 0.9616 0.9692
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0021 0.9976 0.9773
R3 0.9912 0.9867 0.9743
R2 0.9803 0.9803 0.9733
R1 0.9758 0.9758 0.9723 0.9781
PP 0.9694 0.9694 0.9694 0.9705
S1 0.9649 0.9649 0.9703 0.9672
S2 0.9585 0.9585 0.9693
S3 0.9476 0.9540 0.9683
S4 0.9367 0.9431 0.9653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9739 0.9630 0.0109 1.1% 0.0054 0.6% 76% False False 60,033
10 0.9739 0.9552 0.0187 1.9% 0.0058 0.6% 86% False False 59,071
20 0.9739 0.9409 0.0330 3.4% 0.0068 0.7% 92% False False 65,616
40 0.9846 0.9409 0.0437 4.5% 0.0075 0.8% 70% False False 57,575
60 0.9955 0.9409 0.0546 5.6% 0.0073 0.7% 56% False False 38,672
80 0.9955 0.9409 0.0546 5.6% 0.0067 0.7% 56% False False 29,050
100 0.9955 0.9409 0.0546 5.6% 0.0060 0.6% 56% False False 23,264
120 1.0000 0.9409 0.0591 6.1% 0.0056 0.6% 51% False False 19,405
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9899
2.618 0.9835
1.618 0.9796
1.000 0.9772
0.618 0.9757
HIGH 0.9733
0.618 0.9718
0.500 0.9714
0.382 0.9709
LOW 0.9694
0.618 0.9670
1.000 0.9655
1.618 0.9631
2.618 0.9592
4.250 0.9528
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 0.9714 0.9711
PP 0.9713 0.9708
S1 0.9713 0.9706

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

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