CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9637 0.9627 -0.0010 -0.1% 0.9705
High 0.9637 0.9627 -0.0010 -0.1% 0.9715
Low 0.9637 0.9609 -0.0028 -0.3% 0.9567
Close 0.9637 0.9609 -0.0028 -0.3% 0.9609
Range 0.0000 0.0018 0.0018 0.0148
ATR
Volume 4 1 -3 -75.0% 25
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 0.9669 0.9657 0.9619
R3 0.9651 0.9639 0.9614
R2 0.9633 0.9633 0.9612
R1 0.9621 0.9621 0.9611 0.9618
PP 0.9615 0.9615 0.9615 0.9614
S1 0.9603 0.9603 0.9607 0.9600
S2 0.9597 0.9597 0.9606
S3 0.9579 0.9585 0.9604
S4 0.9561 0.9567 0.9599
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 0.9715 0.9567 0.0148 1.5% 0.0008 0.1% 28% False False 5
10 0.9823 0.9567 0.0256 2.7% 0.0016 0.2% 16% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9704
2.618 0.9674
1.618 0.9656
1.000 0.9645
0.618 0.9638
HIGH 0.9627
0.618 0.9620
0.500 0.9618
0.382 0.9616
LOW 0.9609
0.618 0.9598
1.000 0.9591
1.618 0.9580
2.618 0.9562
4.250 0.9533
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9618 0.9607
PP 0.9615 0.9604
S1 0.9612 0.9602

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

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