CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 0.9630 0.9587 -0.0043 -0.4% 0.9713
High 0.9636 0.9696 0.0060 0.6% 0.9749
Low 0.9564 0.9578 0.0014 0.1% 0.9603
Close 0.9585 0.9684 0.0099 1.0% 0.9616
Range 0.0072 0.0118 0.0046 63.9% 0.0146
ATR 0.0064 0.0068 0.0004 6.1% 0.0000
Volume 66,820 80,137 13,317 19.9% 351,489
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0007 0.9963 0.9749
R3 0.9889 0.9845 0.9716
R2 0.9771 0.9771 0.9706
R1 0.9727 0.9727 0.9695 0.9749
PP 0.9653 0.9653 0.9653 0.9664
S1 0.9609 0.9609 0.9673 0.9631
S2 0.9535 0.9535 0.9662
S3 0.9417 0.9491 0.9652
S4 0.9299 0.9373 0.9619
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0094 1.0001 0.9696
R3 0.9948 0.9855 0.9656
R2 0.9802 0.9802 0.9643
R1 0.9709 0.9709 0.9629 0.9683
PP 0.9656 0.9656 0.9656 0.9643
S1 0.9563 0.9563 0.9603 0.9537
S2 0.9510 0.9510 0.9589
S3 0.9364 0.9417 0.9576
S4 0.9218 0.9271 0.9536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9696 0.9564 0.0132 1.4% 0.0066 0.7% 91% True False 64,302
10 0.9749 0.9564 0.0185 1.9% 0.0063 0.7% 65% False False 64,352
20 0.9749 0.9552 0.0197 2.0% 0.0061 0.6% 67% False False 62,233
40 0.9846 0.9409 0.0437 4.5% 0.0070 0.7% 63% False False 69,016
60 0.9846 0.9409 0.0437 4.5% 0.0074 0.8% 63% False False 48,477
80 0.9955 0.9409 0.0546 5.6% 0.0068 0.7% 50% False False 36,430
100 0.9955 0.9409 0.0546 5.6% 0.0063 0.6% 50% False False 29,169
120 0.9955 0.9409 0.0546 5.6% 0.0059 0.6% 50% False False 24,336
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 0.0013
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0198
2.618 1.0005
1.618 0.9887
1.000 0.9814
0.618 0.9769
HIGH 0.9696
0.618 0.9651
0.500 0.9637
0.382 0.9623
LOW 0.9578
0.618 0.9505
1.000 0.9460
1.618 0.9387
2.618 0.9269
4.250 0.9077
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 0.9668 0.9666
PP 0.9653 0.9648
S1 0.9637 0.9630

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

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