CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 0.9630 0.9609 -0.0021 -0.2% 0.9552
High 0.9630 0.9609 -0.0021 -0.2% 0.9644
Low 0.9590 0.9582 -0.0008 -0.1% 0.9552
Close 0.9599 0.9598 -0.0001 0.0% 0.9580
Range 0.0040 0.0027 -0.0013 -32.5% 0.0092
ATR 0.0054 0.0052 -0.0002 -3.6% 0.0000
Volume 14 20 6 42.9% 98
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9677 0.9665 0.9613
R3 0.9650 0.9638 0.9605
R2 0.9623 0.9623 0.9603
R1 0.9611 0.9611 0.9600 0.9604
PP 0.9596 0.9596 0.9596 0.9593
S1 0.9584 0.9584 0.9596 0.9577
S2 0.9569 0.9569 0.9593
S3 0.9542 0.9557 0.9591
S4 0.9515 0.9530 0.9583
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 0.9567 0.0098 1.0% 0.0049 0.5% 32% False False 26
10 0.9665 0.9552 0.0113 1.2% 0.0029 0.3% 41% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9724
2.618 0.9680
1.618 0.9653
1.000 0.9636
0.618 0.9626
HIGH 0.9609
0.618 0.9599
0.500 0.9596
0.382 0.9592
LOW 0.9582
0.618 0.9565
1.000 0.9555
1.618 0.9538
2.618 0.9511
4.250 0.9467
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 0.9597 0.9624
PP 0.9596 0.9615
S1 0.9596 0.9607

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

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