CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 0.9654 0.9632 -0.0022 -0.2% 0.9563
High 0.9655 0.9632 -0.0023 -0.2% 0.9655
Low 0.9633 0.9616 -0.0017 -0.2% 0.9563
Close 0.9642 0.9629 -0.0013 -0.1% 0.9629
Range 0.0022 0.0016 -0.0006 -27.3% 0.0092
ATR 0.0046 0.0044 -0.0001 -3.1% 0.0000
Volume 483 55 -428 -88.6% 1,252
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9674 0.9667 0.9638
R3 0.9658 0.9651 0.9633
R2 0.9642 0.9642 0.9632
R1 0.9635 0.9635 0.9630 0.9631
PP 0.9626 0.9626 0.9626 0.9623
S1 0.9619 0.9619 0.9628 0.9615
S2 0.9610 0.9610 0.9626
S3 0.9594 0.9603 0.9625
S4 0.9578 0.9587 0.9620
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9892 0.9852 0.9680
R3 0.9800 0.9760 0.9654
R2 0.9708 0.9708 0.9646
R1 0.9668 0.9668 0.9637 0.9688
PP 0.9616 0.9616 0.9616 0.9626
S1 0.9576 0.9576 0.9621 0.9596
S2 0.9524 0.9524 0.9612
S3 0.9432 0.9484 0.9604
S4 0.9340 0.9392 0.9578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9655 0.9563 0.0092 1.0% 0.0032 0.3% 72% False False 250
10 0.9655 0.9426 0.0229 2.4% 0.0040 0.4% 89% False False 147
20 0.9655 0.9420 0.0235 2.4% 0.0036 0.4% 89% False False 96
40 0.9700 0.9420 0.0280 2.9% 0.0033 0.3% 75% False False 79
60 0.9700 0.9360 0.0340 3.5% 0.0034 0.4% 79% False False 75
80 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 65% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9700
2.618 0.9674
1.618 0.9658
1.000 0.9648
0.618 0.9642
HIGH 0.9632
0.618 0.9626
0.500 0.9624
0.382 0.9622
LOW 0.9616
0.618 0.9606
1.000 0.9600
1.618 0.9590
2.618 0.9574
4.250 0.9548
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 0.9627 0.9633
PP 0.9626 0.9631
S1 0.9624 0.9630

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

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