CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 0.9480 0.9443 -0.0037 -0.4% 0.9497
High 0.9490 0.9467 -0.0023 -0.2% 0.9501
Low 0.9427 0.9404 -0.0023 -0.2% 0.9404
Close 0.9432 0.9407 -0.0025 -0.3% 0.9407
Range 0.0063 0.0063 0.0000 0.0% 0.0097
ATR 0.0049 0.0050 0.0001 2.0% 0.0000
Volume 57,341 65,000 7,659 13.4% 220,922
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9615 0.9574 0.9442
R3 0.9552 0.9511 0.9424
R2 0.9489 0.9489 0.9419
R1 0.9448 0.9448 0.9413 0.9437
PP 0.9426 0.9426 0.9426 0.9421
S1 0.9385 0.9385 0.9401 0.9374
S2 0.9363 0.9363 0.9395
S3 0.9300 0.9322 0.9390
S4 0.9237 0.9259 0.9372
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9728 0.9665 0.9460
R3 0.9631 0.9568 0.9434
R2 0.9534 0.9534 0.9425
R1 0.9471 0.9471 0.9416 0.9454
PP 0.9437 0.9437 0.9437 0.9429
S1 0.9374 0.9374 0.9398 0.9357
S2 0.9340 0.9340 0.9389
S3 0.9243 0.9277 0.9380
S4 0.9146 0.9180 0.9354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9504 0.9404 0.0100 1.1% 0.0054 0.6% 3% False True 56,660
10 0.9596 0.9404 0.0192 2.0% 0.0052 0.5% 2% False True 52,849
20 0.9607 0.9404 0.0203 2.2% 0.0048 0.5% 1% False True 48,611
40 0.9728 0.9404 0.0324 3.4% 0.0049 0.5% 1% False True 47,526
60 0.9799 0.9404 0.0395 4.2% 0.0049 0.5% 1% False True 45,842
80 0.9799 0.9404 0.0395 4.2% 0.0050 0.5% 1% False True 34,768
100 0.9799 0.9404 0.0395 4.2% 0.0050 0.5% 1% False True 27,882
120 0.9822 0.9390 0.0432 4.6% 0.0052 0.6% 4% False False 23,298
Crabel Price Patterns
NR False
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 0.0011
Fibonacci Retracements and Extensions
4.250 0.9735
2.618 0.9632
1.618 0.9569
1.000 0.9530
0.618 0.9506
HIGH 0.9467
0.618 0.9443
0.500 0.9436
0.382 0.9428
LOW 0.9404
0.618 0.9365
1.000 0.9341
1.618 0.9302
2.618 0.9239
4.250 0.9136
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 0.9436 0.9453
PP 0.9426 0.9437
S1 0.9417 0.9422

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

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