CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 0.9463 0.9470 0.0007 0.1% 0.9623
High 0.9475 0.9503 0.0028 0.3% 0.9641
Low 0.9463 0.9454 -0.0009 -0.1% 0.9420
Close 0.9475 0.9489 0.0014 0.1% 0.9468
Range 0.0012 0.0049 0.0037 308.3% 0.0221
ATR 0.0047 0.0047 0.0000 0.2% 0.0000
Volume 109 23 -86 -78.9% 232
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9629 0.9608 0.9516
R3 0.9580 0.9559 0.9502
R2 0.9531 0.9531 0.9498
R1 0.9510 0.9510 0.9493 0.9521
PP 0.9482 0.9482 0.9482 0.9487
S1 0.9461 0.9461 0.9485 0.9472
S2 0.9433 0.9433 0.9480
S3 0.9384 0.9412 0.9476
S4 0.9335 0.9363 0.9462
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0173 1.0041 0.9590
R3 0.9952 0.9820 0.9529
R2 0.9731 0.9731 0.9509
R1 0.9599 0.9599 0.9488 0.9555
PP 0.9510 0.9510 0.9510 0.9487
S1 0.9378 0.9378 0.9448 0.9334
S2 0.9289 0.9289 0.9427
S3 0.9068 0.9157 0.9407
S4 0.8847 0.8936 0.9346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9541 0.9420 0.0121 1.3% 0.0040 0.4% 57% False False 66
10 0.9658 0.9420 0.0238 2.5% 0.0035 0.4% 29% False False 38
20 0.9700 0.9420 0.0280 3.0% 0.0033 0.3% 25% False False 71
40 0.9700 0.9360 0.0340 3.6% 0.0032 0.3% 38% False False 56
60 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 31% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9711
2.618 0.9631
1.618 0.9582
1.000 0.9552
0.618 0.9533
HIGH 0.9503
0.618 0.9484
0.500 0.9479
0.382 0.9473
LOW 0.9454
0.618 0.9424
1.000 0.9405
1.618 0.9375
2.618 0.9326
4.250 0.9246
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 0.9486 0.9480
PP 0.9482 0.9471
S1 0.9479 0.9462

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

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