CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 0.9508 0.9518 0.0010 0.1% 0.9673
High 0.9521 0.9544 0.0023 0.2% 0.9687
Low 0.9488 0.9482 -0.0006 -0.1% 0.9455
Close 0.9516 0.9530 0.0014 0.1% 0.9508
Range 0.0033 0.0062 0.0029 87.9% 0.0232
ATR 0.0061 0.0061 0.0000 0.1% 0.0000
Volume 38,373 49,463 11,090 28.9% 331,823
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9705 0.9679 0.9564
R3 0.9643 0.9617 0.9547
R2 0.9581 0.9581 0.9541
R1 0.9555 0.9555 0.9536 0.9568
PP 0.9519 0.9519 0.9519 0.9525
S1 0.9493 0.9493 0.9524 0.9506
S2 0.9457 0.9457 0.9519
S3 0.9395 0.9431 0.9513
S4 0.9333 0.9369 0.9496
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0246 1.0109 0.9636
R3 1.0014 0.9877 0.9572
R2 0.9782 0.9782 0.9551
R1 0.9645 0.9645 0.9529 0.9598
PP 0.9550 0.9550 0.9550 0.9526
S1 0.9413 0.9413 0.9487 0.9366
S2 0.9318 0.9318 0.9465
S3 0.9086 0.9181 0.9444
S4 0.8854 0.8949 0.9380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9455 0.0165 1.7% 0.0061 0.6% 45% False False 64,001
10 0.9708 0.9455 0.0253 2.7% 0.0057 0.6% 30% False False 58,379
20 0.9749 0.9455 0.0294 3.1% 0.0062 0.6% 26% False False 62,062
40 0.9749 0.9409 0.0340 3.6% 0.0063 0.7% 36% False False 63,029
60 0.9846 0.9409 0.0437 4.6% 0.0069 0.7% 28% False False 60,755
80 0.9955 0.9409 0.0546 5.7% 0.0070 0.7% 22% False False 45,826
100 0.9955 0.9409 0.0546 5.7% 0.0065 0.7% 22% False False 36,698
120 0.9955 0.9409 0.0546 5.7% 0.0061 0.6% 22% False False 30,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9808
2.618 0.9706
1.618 0.9644
1.000 0.9606
0.618 0.9582
HIGH 0.9544
0.618 0.9520
0.500 0.9513
0.382 0.9506
LOW 0.9482
0.618 0.9444
1.000 0.9420
1.618 0.9382
2.618 0.9320
4.250 0.9219
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 0.9524 0.9520
PP 0.9519 0.9510
S1 0.9513 0.9500

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

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