CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	0.9583	0.9556	-0.0027	-0.3%	0.9556
High	0.9589	0.9594	0.0005	0.1%	0.9594
Low	0.9546	0.9550	0.0004	0.0%	0.9514
Close	0.9548	0.9587	0.0039	0.4%	0.9578
Range	0.0043	0.0044	0.0001	2.3%	0.0080
ATR	0.0047	0.0047	0.0000	-0.2%	0.0000
Volume	39,186	37,914	-1,272	-3.2%	251,775

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9709	0.9692	0.9611
R3	0.9665	0.9648	0.9599
R2	0.9621	0.9621	0.9595
R1	0.9604	0.9604	0.9591	0.9613
PP	0.9577	0.9577	0.9577	0.9581
S1	0.9560	0.9560	0.9583	0.9569
S2	0.9533	0.9533	0.9579
S3	0.9489	0.9516	0.9575
S4	0.9445	0.9472	0.9563

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	0.9607	0.9521	0.0086	0.9%	0.0045	0.5%	77%	False	False	46,346
10	0.9634	0.9514	0.0120	1.3%	0.0046	0.5%	61%	False	False	46,193
20	0.9728	0.9514	0.0214	2.2%	0.0047	0.5%	34%	False	False	45,599
40	0.9799	0.9514	0.0285	3.0%	0.0047	0.5%	26%	False	False	46,321
60	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	41%	False	False	32,831
80	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	41%	False	False	24,750
100	0.9799	0.9390	0.0409	4.3%	0.0053	0.5%	48%	False	False	19,878
120	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	46%	False	False	16,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9781
2.618	0.9709
1.618	0.9665
1.000	0.9638
0.618	0.9621
HIGH	0.9594
0.618	0.9577
0.500	0.9572
0.382	0.9567
LOW	0.9550
0.618	0.9523
1.000	0.9506
1.618	0.9479
2.618	0.9435
4.250	0.9363

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	0.9582	0.9584
PP	0.9577	0.9580
S1	0.9572	0.9577

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols