CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 0.9651 0.9661 0.0010 0.1% 0.9563
High 0.9686 0.9755 0.0069 0.7% 0.9655
Low 0.9651 0.9657 0.0006 0.1% 0.9563
Close 0.9672 0.9748 0.0076 0.8% 0.9629
Range 0.0035 0.0098 0.0063 180.0% 0.0092
ATR 0.0044 0.0048 0.0004 8.6% 0.0000
Volume 87 41 -46 -52.9% 1,252
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0014 0.9979 0.9802
R3 0.9916 0.9881 0.9775
R2 0.9818 0.9818 0.9766
R1 0.9783 0.9783 0.9757 0.9801
PP 0.9720 0.9720 0.9720 0.9729
S1 0.9685 0.9685 0.9739 0.9703
S2 0.9622 0.9622 0.9730
S3 0.9524 0.9587 0.9721
S4 0.9426 0.9489 0.9694
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 0.9755 0.9616 0.0139 1.4% 0.0041 0.4% 95% True False 139
10 0.9755 0.9465 0.0290 3.0% 0.0046 0.5% 98% True False 148
20 0.9755 0.9420 0.0335 3.4% 0.0041 0.4% 98% True False 102
40 0.9755 0.9420 0.0335 3.4% 0.0035 0.4% 98% True False 80
60 0.9755 0.9360 0.0395 4.1% 0.0034 0.3% 98% True False 75
80 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 93% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.0172
2.618 1.0012
1.618 0.9914
1.000 0.9853
0.618 0.9816
HIGH 0.9755
0.618 0.9718
0.500 0.9706
0.382 0.9694
LOW 0.9657
0.618 0.9596
1.000 0.9559
1.618 0.9498
2.618 0.9400
4.250 0.9241
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 0.9734 0.9732
PP 0.9720 0.9716
S1 0.9706 0.9700

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

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