CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 0.9661 0.9661 0.0000 0.0% 0.9676
High 0.9679 0.9701 0.0022 0.2% 0.9725
Low 0.9654 0.9653 -0.0001 0.0% 0.9637
Close 0.9670 0.9693 0.0023 0.2% 0.9693
Range 0.0025 0.0048 0.0023 92.0% 0.0088
ATR 0.0047 0.0047 0.0000 0.1% 0.0000
Volume 41,822 39,391 -2,431 -5.8% 226,943
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9826 0.9808 0.9719
R3 0.9778 0.9760 0.9706
R2 0.9730 0.9730 0.9702
R1 0.9712 0.9712 0.9697 0.9721
PP 0.9682 0.9682 0.9682 0.9687
S1 0.9664 0.9664 0.9689 0.9673
S2 0.9634 0.9634 0.9684
S3 0.9586 0.9616 0.9680
S4 0.9538 0.9568 0.9667
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9949 0.9909 0.9741
R3 0.9861 0.9821 0.9717
R2 0.9773 0.9773 0.9709
R1 0.9733 0.9733 0.9701 0.9753
PP 0.9685 0.9685 0.9685 0.9695
S1 0.9645 0.9645 0.9685 0.9665
S2 0.9597 0.9597 0.9677
S3 0.9509 0.9557 0.9669
S4 0.9421 0.9469 0.9645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9637 0.0088 0.9% 0.0040 0.4% 64% False False 45,388
10 0.9725 0.9637 0.0088 0.9% 0.0038 0.4% 64% False False 42,166
20 0.9799 0.9577 0.0222 2.3% 0.0047 0.5% 52% False False 44,047
40 0.9799 0.9437 0.0362 3.7% 0.0049 0.5% 71% False False 22,978
60 0.9799 0.9437 0.0362 3.7% 0.0050 0.5% 71% False False 15,440
80 0.9822 0.9390 0.0432 4.5% 0.0054 0.6% 70% False False 11,674
100 0.9822 0.9390 0.0432 4.5% 0.0057 0.6% 70% False False 9,385
120 0.9924 0.9390 0.0534 5.5% 0.0053 0.6% 57% False False 7,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9905
2.618 0.9827
1.618 0.9779
1.000 0.9749
0.618 0.9731
HIGH 0.9701
0.618 0.9683
0.500 0.9677
0.382 0.9671
LOW 0.9653
0.618 0.9623
1.000 0.9605
1.618 0.9575
2.618 0.9527
4.250 0.9449
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 0.9688 0.9685
PP 0.9682 0.9677
S1 0.9677 0.9669

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

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