CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 0.9563 0.9594 0.0031 0.3% 0.9434
High 0.9605 0.9633 0.0028 0.3% 0.9600
Low 0.9563 0.9593 0.0030 0.3% 0.9434
Close 0.9600 0.9618 0.0018 0.2% 0.9571
Range 0.0042 0.0040 -0.0002 -4.8% 0.0166
ATR 0.0049 0.0048 -0.0001 -1.3% 0.0000
Volume 154 104 -50 -32.5% 146
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9735 0.9716 0.9640
R3 0.9695 0.9676 0.9629
R2 0.9655 0.9655 0.9625
R1 0.9636 0.9636 0.9622 0.9646
PP 0.9615 0.9615 0.9615 0.9619
S1 0.9596 0.9596 0.9614 0.9606
S2 0.9575 0.9575 0.9611
S3 0.9535 0.9556 0.9607
S4 0.9495 0.9516 0.9596
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 0.9633 0.9455 0.0178 1.9% 0.0051 0.5% 92% True False 78
10 0.9633 0.9426 0.0207 2.2% 0.0042 0.4% 93% True False 58
20 0.9658 0.9420 0.0238 2.5% 0.0038 0.4% 83% False False 48
40 0.9700 0.9420 0.0280 2.9% 0.0032 0.3% 71% False False 56
60 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 62% False False 58
80 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 62% False False 47
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9803
2.618 0.9738
1.618 0.9698
1.000 0.9673
0.618 0.9658
HIGH 0.9633
0.618 0.9618
0.500 0.9613
0.382 0.9608
LOW 0.9593
0.618 0.9568
1.000 0.9553
1.618 0.9528
2.618 0.9488
4.250 0.9423
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 0.9616 0.9602
PP 0.9615 0.9585
S1 0.9613 0.9569

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

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