CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 0.9523 0.9557 0.0034 0.4% 0.9585
High 0.9560 0.9570 0.0010 0.1% 0.9607
Low 0.9519 0.9491 -0.0028 -0.3% 0.9510
Close 0.9547 0.9531 -0.0016 -0.2% 0.9525
Range 0.0041 0.0079 0.0038 92.7% 0.0097
ATR 0.0045 0.0048 0.0002 5.3% 0.0000
Volume 38,023 62,977 24,954 65.6% 213,889
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9768 0.9728 0.9574
R3 0.9689 0.9649 0.9553
R2 0.9610 0.9610 0.9545
R1 0.9570 0.9570 0.9538 0.9551
PP 0.9531 0.9531 0.9531 0.9521
S1 0.9491 0.9491 0.9524 0.9472
S2 0.9452 0.9452 0.9517
S3 0.9373 0.9412 0.9509
S4 0.9294 0.9333 0.9488
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 0.9570 0.9491 0.0079 0.8% 0.0047 0.5% 51% True True 45,959
10 0.9607 0.9491 0.0116 1.2% 0.0044 0.5% 34% False True 44,372
20 0.9728 0.9491 0.0237 2.5% 0.0047 0.5% 17% False True 46,722
40 0.9728 0.9491 0.0237 2.5% 0.0045 0.5% 17% False True 45,130
60 0.9799 0.9437 0.0362 3.8% 0.0048 0.5% 26% False False 37,414
80 0.9799 0.9437 0.0362 3.8% 0.0049 0.5% 26% False False 28,208
100 0.9799 0.9390 0.0409 4.3% 0.0051 0.5% 34% False False 22,629
120 0.9822 0.9390 0.0432 4.5% 0.0054 0.6% 33% False False 18,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9906
2.618 0.9777
1.618 0.9698
1.000 0.9649
0.618 0.9619
HIGH 0.9570
0.618 0.9540
0.500 0.9531
0.382 0.9521
LOW 0.9491
0.618 0.9442
1.000 0.9412
1.618 0.9363
2.618 0.9284
4.250 0.9155
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 0.9531 0.9531
PP 0.9531 0.9531
S1 0.9531 0.9531

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

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