CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 0.9573 0.9602 0.0029 0.3% 0.9705
High 0.9588 0.9644 0.0056 0.6% 0.9715
Low 0.9573 0.9567 -0.0006 -0.1% 0.9567
Close 0.9588 0.9644 0.0056 0.6% 0.9609
Range 0.0015 0.0077 0.0062 413.3% 0.0148
ATR 0.0000 0.0049 0.0049 0.0000
Volume 4 87 83 2,075.0% 25
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 0.9849 0.9824 0.9686
R3 0.9772 0.9747 0.9665
R2 0.9695 0.9695 0.9658
R1 0.9670 0.9670 0.9651 0.9683
PP 0.9618 0.9618 0.9618 0.9625
S1 0.9593 0.9593 0.9637 0.9606
S2 0.9541 0.9541 0.9630
S3 0.9464 0.9516 0.9623
S4 0.9387 0.9439 0.9602
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 0.9644 0.9552 0.0092 1.0% 0.0025 0.3% 100% True False 19
10 0.9776 0.9552 0.0224 2.3% 0.0023 0.2% 41% False False 12
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 0.0004
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9971
2.618 0.9846
1.618 0.9769
1.000 0.9721
0.618 0.9692
HIGH 0.9644
0.618 0.9615
0.500 0.9606
0.382 0.9596
LOW 0.9567
0.618 0.9519
1.000 0.9490
1.618 0.9442
2.618 0.9365
4.250 0.9240
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 0.9631 0.9629
PP 0.9618 0.9613
S1 0.9606 0.9598

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

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