CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 0.9593 0.9528 -0.0065 -0.7% 0.9677
High 0.9593 0.9551 -0.0042 -0.4% 0.9700
Low 0.9593 0.9524 -0.0069 -0.7% 0.9569
Close 0.9593 0.9543 -0.0050 -0.5% 0.9573
Range 0.0000 0.0027 0.0027 0.0131
ATR 0.0043 0.0045 0.0002 4.2% 0.0000
Volume 2 6 4 200.0% 83
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9620 0.9609 0.9558
R3 0.9593 0.9582 0.9550
R2 0.9566 0.9566 0.9548
R1 0.9555 0.9555 0.9545 0.9561
PP 0.9539 0.9539 0.9539 0.9542
S1 0.9528 0.9528 0.9541 0.9534
S2 0.9512 0.9512 0.9538
S3 0.9485 0.9501 0.9536
S4 0.9458 0.9474 0.9528
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0007 0.9921 0.9645
R3 0.9876 0.9790 0.9609
R2 0.9745 0.9745 0.9597
R1 0.9659 0.9659 0.9585 0.9637
PP 0.9614 0.9614 0.9614 0.9603
S1 0.9528 0.9528 0.9561 0.9506
S2 0.9483 0.9483 0.9549
S3 0.9352 0.9397 0.9537
S4 0.9221 0.9266 0.9501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9638 0.9524 0.0114 1.2% 0.0019 0.2% 17% False True 15
10 0.9700 0.9524 0.0176 1.8% 0.0024 0.3% 11% False True 16
20 0.9700 0.9524 0.0176 1.8% 0.0025 0.3% 11% False True 25
40 0.9777 0.9360 0.0417 4.4% 0.0030 0.3% 44% False False 41
60 0.9785 0.9360 0.0425 4.5% 0.0029 0.3% 43% False False 32
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9666
2.618 0.9622
1.618 0.9595
1.000 0.9578
0.618 0.9568
HIGH 0.9551
0.618 0.9541
0.500 0.9538
0.382 0.9534
LOW 0.9524
0.618 0.9507
1.000 0.9497
1.618 0.9480
2.618 0.9453
4.250 0.9409
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 0.9541 0.9559
PP 0.9539 0.9553
S1 0.9538 0.9548

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

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