CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 0.9627 0.9552 -0.0075 -0.8% 0.9705
High 0.9627 0.9565 -0.0062 -0.6% 0.9715
Low 0.9609 0.9552 -0.0057 -0.6% 0.9567
Close 0.9609 0.9565 -0.0044 -0.5% 0.9609
Range 0.0018 0.0013 -0.0005 -27.8% 0.0148
ATR
Volume 1 1 0 0.0% 25
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 0.9600 0.9595 0.9572
R3 0.9587 0.9582 0.9569
R2 0.9574 0.9574 0.9567
R1 0.9569 0.9569 0.9566 0.9572
PP 0.9561 0.9561 0.9561 0.9562
S1 0.9556 0.9556 0.9564 0.9559
S2 0.9548 0.9548 0.9563
S3 0.9535 0.9543 0.9561
S4 0.9522 0.9530 0.9558
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0074 0.9990 0.9690
R3 0.9926 0.9842 0.9650
R2 0.9778 0.9778 0.9636
R1 0.9694 0.9694 0.9623 0.9662
PP 0.9630 0.9630 0.9630 0.9615
S1 0.9546 0.9546 0.9595 0.9514
S2 0.9482 0.9482 0.9582
S3 0.9334 0.9398 0.9568
S4 0.9186 0.9250 0.9528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9680 0.9552 0.0128 1.3% 0.0009 0.1% 10% False True 2
10 0.9785 0.9552 0.0233 2.4% 0.0017 0.2% 6% False True 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9620
2.618 0.9599
1.618 0.9586
1.000 0.9578
0.618 0.9573
HIGH 0.9565
0.618 0.9560
0.500 0.9559
0.382 0.9557
LOW 0.9552
0.618 0.9544
1.000 0.9539
1.618 0.9531
2.618 0.9518
4.250 0.9497
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 0.9563 0.9595
PP 0.9561 0.9585
S1 0.9559 0.9575

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

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