CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 0.9542 0.9523 -0.0019 -0.2% 0.9585
High 0.9548 0.9560 0.0012 0.1% 0.9607
Low 0.9508 0.9519 0.0011 0.1% 0.9510
Close 0.9524 0.9547 0.0023 0.2% 0.9525
Range 0.0040 0.0041 0.0001 2.5% 0.0097
ATR 0.0046 0.0045 0.0000 -0.7% 0.0000
Volume 45,022 38,023 -6,999 -15.5% 213,889
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9665 0.9647 0.9570
R3 0.9624 0.9606 0.9558
R2 0.9583 0.9583 0.9555
R1 0.9565 0.9565 0.9551 0.9574
PP 0.9542 0.9542 0.9542 0.9547
S1 0.9524 0.9524 0.9543 0.9533
S2 0.9501 0.9501 0.9539
S3 0.9460 0.9483 0.9536
S4 0.9419 0.9442 0.9524
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9838 0.9779 0.9578
R3 0.9741 0.9682 0.9552
R2 0.9644 0.9644 0.9543
R1 0.9585 0.9585 0.9534 0.9566
PP 0.9547 0.9547 0.9547 0.9538
S1 0.9488 0.9488 0.9516 0.9469
S2 0.9450 0.9450 0.9507
S3 0.9353 0.9391 0.9498
S4 0.9256 0.9294 0.9472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9600 0.9508 0.0092 1.0% 0.0042 0.4% 42% False False 43,121
10 0.9607 0.9508 0.0099 1.0% 0.0044 0.5% 39% False False 44,733
20 0.9728 0.9508 0.0220 2.3% 0.0045 0.5% 18% False False 46,414
40 0.9799 0.9508 0.0291 3.0% 0.0045 0.5% 13% False False 45,508
60 0.9799 0.9437 0.0362 3.8% 0.0048 0.5% 30% False False 36,379
80 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 30% False False 27,431
100 0.9799 0.9390 0.0409 4.3% 0.0051 0.5% 38% False False 22,008
120 0.9822 0.9390 0.0432 4.5% 0.0054 0.6% 36% False False 18,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9734
2.618 0.9667
1.618 0.9626
1.000 0.9601
0.618 0.9585
HIGH 0.9560
0.618 0.9544
0.500 0.9540
0.382 0.9535
LOW 0.9519
0.618 0.9494
1.000 0.9478
1.618 0.9453
2.618 0.9412
4.250 0.9345
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 0.9545 0.9543
PP 0.9542 0.9538
S1 0.9540 0.9534

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

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