CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 0.9611 0.9654 0.0043 0.4% 0.9434
High 0.9650 0.9655 0.0005 0.1% 0.9600
Low 0.9610 0.9633 0.0023 0.2% 0.9434
Close 0.9647 0.9642 -0.0005 -0.1% 0.9571
Range 0.0040 0.0022 -0.0018 -45.0% 0.0166
ATR 0.0047 0.0046 -0.0002 -3.8% 0.0000
Volume 456 483 27 5.9% 146
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9709 0.9698 0.9654
R3 0.9687 0.9676 0.9648
R2 0.9665 0.9665 0.9646
R1 0.9654 0.9654 0.9644 0.9649
PP 0.9643 0.9643 0.9643 0.9641
S1 0.9632 0.9632 0.9640 0.9627
S2 0.9621 0.9621 0.9638
S3 0.9599 0.9610 0.9636
S4 0.9577 0.9588 0.9630
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 0.9655 0.9505 0.0150 1.6% 0.0048 0.5% 91% True False 248
10 0.9655 0.9426 0.0229 2.4% 0.0042 0.4% 94% True False 148
20 0.9658 0.9420 0.0238 2.5% 0.0038 0.4% 93% False False 93
40 0.9700 0.9420 0.0280 2.9% 0.0033 0.3% 79% False False 78
60 0.9748 0.9360 0.0388 4.0% 0.0035 0.4% 73% False False 74
80 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 68% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0001
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9749
2.618 0.9713
1.618 0.9691
1.000 0.9677
0.618 0.9669
HIGH 0.9655
0.618 0.9647
0.500 0.9644
0.382 0.9641
LOW 0.9633
0.618 0.9619
1.000 0.9611
1.618 0.9597
2.618 0.9575
4.250 0.9540
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 0.9644 0.9636
PP 0.9643 0.9630
S1 0.9643 0.9624

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

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