CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 0.9533 0.9574 0.0041 0.4% 0.9556
High 0.9592 0.9594 0.0002 0.0% 0.9594
Low 0.9521 0.9554 0.0033 0.3% 0.9514
Close 0.9585 0.9578 -0.0007 -0.1% 0.9578
Range 0.0071 0.0040 -0.0031 -43.7% 0.0080
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 66,589 56,944 -9,645 -14.5% 251,775
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9695 0.9677 0.9600
R3 0.9655 0.9637 0.9589
R2 0.9615 0.9615 0.9585
R1 0.9597 0.9597 0.9582 0.9606
PP 0.9575 0.9575 0.9575 0.9580
S1 0.9557 0.9557 0.9574 0.9566
S2 0.9535 0.9535 0.9571
S3 0.9495 0.9517 0.9567
S4 0.9455 0.9477 0.9556
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9802 0.9770 0.9622
R3 0.9722 0.9690 0.9600
R2 0.9642 0.9642 0.9593
R1 0.9610 0.9610 0.9585 0.9626
PP 0.9562 0.9562 0.9562 0.9570
S1 0.9530 0.9530 0.9571 0.9546
S2 0.9482 0.9482 0.9563
S3 0.9402 0.9450 0.9556
S4 0.9322 0.9370 0.9534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9594 0.9514 0.0080 0.8% 0.0045 0.5% 80% True False 50,355
10 0.9728 0.9514 0.0214 2.2% 0.0050 0.5% 30% False False 51,568
20 0.9728 0.9514 0.0214 2.2% 0.0049 0.5% 30% False False 47,318
40 0.9799 0.9514 0.0285 3.0% 0.0048 0.5% 22% False False 45,682
60 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 39% False False 31,092
80 0.9799 0.9437 0.0362 3.8% 0.0050 0.5% 39% False False 23,410
100 0.9822 0.9390 0.0432 4.5% 0.0053 0.6% 44% False False 18,803
120 0.9822 0.9390 0.0432 4.5% 0.0056 0.6% 44% False False 15,707
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9764
2.618 0.9699
1.618 0.9659
1.000 0.9634
0.618 0.9619
HIGH 0.9594
0.618 0.9579
0.500 0.9574
0.382 0.9569
LOW 0.9554
0.618 0.9529
1.000 0.9514
1.618 0.9489
2.618 0.9449
4.250 0.9384
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 0.9577 0.9570
PP 0.9575 0.9562
S1 0.9574 0.9554

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

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