CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 0.9583 0.9599 0.0016 0.2% 0.9552
High 0.9610 0.9665 0.0055 0.6% 0.9644
Low 0.9580 0.9595 0.0015 0.2% 0.9552
Close 0.9580 0.9665 0.0085 0.9% 0.9580
Range 0.0030 0.0070 0.0040 133.3% 0.0092
ATR 0.0050 0.0053 0.0002 5.0% 0.0000
Volume 6 5 -1 -16.7% 98
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9852 0.9828 0.9704
R3 0.9782 0.9758 0.9684
R2 0.9712 0.9712 0.9678
R1 0.9688 0.9688 0.9671 0.9700
PP 0.9642 0.9642 0.9642 0.9648
S1 0.9618 0.9618 0.9659 0.9630
S2 0.9572 0.9572 0.9652
S3 0.9502 0.9548 0.9646
S4 0.9432 0.9478 0.9627
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9868 0.9816 0.9631
R3 0.9776 0.9724 0.9605
R2 0.9684 0.9684 0.9597
R1 0.9632 0.9632 0.9588 0.9658
PP 0.9592 0.9592 0.9592 0.9605
S1 0.9540 0.9540 0.9572 0.9566
S2 0.9500 0.9500 0.9563
S3 0.9408 0.9448 0.9555
S4 0.9316 0.9356 0.9529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9665 0.9552 0.0113 1.2% 0.0041 0.4% 100% True False 20
10 0.9715 0.9552 0.0163 1.7% 0.0025 0.3% 69% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9963
2.618 0.9848
1.618 0.9778
1.000 0.9735
0.618 0.9708
HIGH 0.9665
0.618 0.9638
0.500 0.9630
0.382 0.9622
LOW 0.9595
0.618 0.9552
1.000 0.9525
1.618 0.9482
2.618 0.9412
4.250 0.9298
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 0.9653 0.9649
PP 0.9642 0.9632
S1 0.9630 0.9616

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

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