CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 0.9623 0.9585 -0.0038 -0.4% 0.9657
High 0.9641 0.9585 -0.0056 -0.6% 0.9662
Low 0.9619 0.9567 -0.0052 -0.5% 0.9605
Close 0.9619 0.9578 -0.0041 -0.4% 0.9637
Range 0.0022 0.0018 -0.0004 -18.2% 0.0057
ATR 0.0046 0.0047 0.0000 0.9% 0.0000
Volume 16 18 2 12.5% 280
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9631 0.9622 0.9588
R3 0.9613 0.9604 0.9583
R2 0.9595 0.9595 0.9581
R1 0.9586 0.9586 0.9580 0.9582
PP 0.9577 0.9577 0.9577 0.9574
S1 0.9568 0.9568 0.9576 0.9564
S2 0.9559 0.9559 0.9575
S3 0.9541 0.9550 0.9573
S4 0.9523 0.9532 0.9568
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9806 0.9778 0.9668
R3 0.9749 0.9721 0.9653
R2 0.9692 0.9692 0.9647
R1 0.9664 0.9664 0.9642 0.9650
PP 0.9635 0.9635 0.9635 0.9627
S1 0.9607 0.9607 0.9632 0.9593
S2 0.9578 0.9578 0.9627
S3 0.9521 0.9550 0.9621
S4 0.9464 0.9493 0.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9567 0.0091 1.0% 0.0030 0.3% 12% False True 11
10 0.9680 0.9524 0.0156 1.6% 0.0035 0.4% 35% False False 100
20 0.9700 0.9524 0.0176 1.8% 0.0030 0.3% 31% False False 58
40 0.9700 0.9360 0.0340 3.5% 0.0030 0.3% 64% False False 61
60 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 52% False False 48
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 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9662
2.618 0.9632
1.618 0.9614
1.000 0.9603
0.618 0.9596
HIGH 0.9585
0.618 0.9578
0.500 0.9576
0.382 0.9574
LOW 0.9567
0.618 0.9556
1.000 0.9549
1.618 0.9538
2.618 0.9520
4.250 0.9491
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 0.9577 0.9604
PP 0.9577 0.9595
S1 0.9576 0.9587

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

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