CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 0.9749 0.9727 -0.0022 -0.2% 0.9599
High 0.9749 0.9727 -0.0022 -0.2% 0.9726
Low 0.9749 0.9727 -0.0022 -0.2% 0.9582
Close 0.9749 0.9727 -0.0022 -0.2% 0.9726
Range
ATR 0.0051 0.0049 -0.0002 -4.1% 0.0000
Volume 4 5 1 25.0% 99
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9727 0.9727 0.9727
R3 0.9727 0.9727 0.9727
R2 0.9727 0.9727 0.9727
R1 0.9727 0.9727 0.9727 0.9727
PP 0.9727 0.9727 0.9727 0.9727
S1 0.9727 0.9727 0.9727 0.9727
S2 0.9727 0.9727 0.9727
S3 0.9727 0.9727 0.9727
S4 0.9727 0.9727 0.9727
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0110 1.0062 0.9805
R3 0.9966 0.9918 0.9766
R2 0.9822 0.9822 0.9752
R1 0.9774 0.9774 0.9739 0.9798
PP 0.9678 0.9678 0.9678 0.9690
S1 0.9630 0.9630 0.9713 0.9654
S2 0.9534 0.9534 0.9700
S3 0.9390 0.9486 0.9686
S4 0.9246 0.9342 0.9647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9757 0.9603 0.0154 1.6% 0.0027 0.3% 81% False False 21
10 0.9757 0.9567 0.0190 2.0% 0.0038 0.4% 84% False False 23
20 0.9776 0.9552 0.0224 2.3% 0.0027 0.3% 78% False False 14
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9727
1.618 0.9727
1.000 0.9727
0.618 0.9727
HIGH 0.9727
0.618 0.9727
0.500 0.9727
0.382 0.9727
LOW 0.9727
0.618 0.9727
1.000 0.9727
1.618 0.9727
2.618 0.9727
4.250 0.9727
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 0.9727 0.9742
PP 0.9727 0.9737
S1 0.9727 0.9732

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

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