CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 0.9505 0.9563 0.0058 0.6% 0.9434
High 0.9600 0.9605 0.0005 0.1% 0.9600
Low 0.9505 0.9563 0.0058 0.6% 0.9434
Close 0.9571 0.9600 0.0029 0.3% 0.9571
Range 0.0095 0.0042 -0.0053 -55.8% 0.0166
ATR 0.0049 0.0049 -0.0001 -1.0% 0.0000
Volume 46 154 108 234.8% 146
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9715 0.9700 0.9623
R3 0.9673 0.9658 0.9612
R2 0.9631 0.9631 0.9608
R1 0.9616 0.9616 0.9604 0.9624
PP 0.9589 0.9589 0.9589 0.9593
S1 0.9574 0.9574 0.9596 0.9582
S2 0.9547 0.9547 0.9592
S3 0.9505 0.9532 0.9588
S4 0.9463 0.9490 0.9577
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0033 0.9968 0.9662
R3 0.9867 0.9802 0.9617
R2 0.9701 0.9701 0.9601
R1 0.9636 0.9636 0.9586 0.9669
PP 0.9535 0.9535 0.9535 0.9551
S1 0.9470 0.9470 0.9556 0.9503
S2 0.9369 0.9369 0.9541
S3 0.9203 0.9304 0.9525
S4 0.9037 0.9138 0.9480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9605 0.9434 0.0171 1.8% 0.0050 0.5% 97% True False 60
10 0.9605 0.9426 0.0179 1.9% 0.0039 0.4% 97% True False 59
20 0.9662 0.9420 0.0242 2.5% 0.0036 0.4% 74% False False 55
40 0.9700 0.9420 0.0280 2.9% 0.0032 0.3% 64% False False 54
60 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 58% False False 57
80 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 58% False False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9784
2.618 0.9715
1.618 0.9673
1.000 0.9647
0.618 0.9631
HIGH 0.9605
0.618 0.9589
0.500 0.9584
0.382 0.9579
LOW 0.9563
0.618 0.9537
1.000 0.9521
1.618 0.9495
2.618 0.9453
4.250 0.9385
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 0.9595 0.9578
PP 0.9589 0.9557
S1 0.9584 0.9535

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

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