CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 0.9416 0.9405 -0.0011 -0.1% 0.9446
High 0.9457 0.9405 -0.0052 -0.5% 0.9466
Low 0.9414 0.9360 -0.0054 -0.6% 0.9360
Close 0.9450 0.9395 -0.0055 -0.6% 0.9395
Range 0.0043 0.0045 0.0002 4.7% 0.0106
ATR 0.0048 0.0051 0.0003 6.1% 0.0000
Volume 67 46 -21 -31.3% 339
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9522 0.9503 0.9420
R3 0.9477 0.9458 0.9407
R2 0.9432 0.9432 0.9403
R1 0.9413 0.9413 0.9399 0.9400
PP 0.9387 0.9387 0.9387 0.9380
S1 0.9368 0.9368 0.9391 0.9355
S2 0.9342 0.9342 0.9387
S3 0.9297 0.9323 0.9383
S4 0.9252 0.9278 0.9370
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9725 0.9666 0.9453
R3 0.9619 0.9560 0.9424
R2 0.9513 0.9513 0.9414
R1 0.9454 0.9454 0.9405 0.9431
PP 0.9407 0.9407 0.9407 0.9395
S1 0.9348 0.9348 0.9385 0.9325
S2 0.9301 0.9301 0.9376
S3 0.9195 0.9242 0.9366
S4 0.9089 0.9136 0.9337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9475 0.9360 0.0115 1.2% 0.0043 0.5% 30% False True 78
10 0.9500 0.9360 0.0140 1.5% 0.0035 0.4% 25% False True 82
20 0.9777 0.9360 0.0417 4.4% 0.0031 0.3% 8% False True 48
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9596
2.618 0.9523
1.618 0.9478
1.000 0.9450
0.618 0.9433
HIGH 0.9405
0.618 0.9388
0.500 0.9383
0.382 0.9377
LOW 0.9360
0.618 0.9332
1.000 0.9315
1.618 0.9287
2.618 0.9242
4.250 0.9169
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 0.9391 0.9409
PP 0.9387 0.9404
S1 0.9383 0.9400

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

View Archives - Comment on this page... - Back to Index of Symbols