CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 0.9665 0.9685 0.0020 0.2% 0.9653
High 0.9689 0.9687 -0.0002 0.0% 0.9775
Low 0.9662 0.9658 -0.0004 0.0% 0.9645
Close 0.9689 0.9668 -0.0021 -0.2% 0.9673
Range 0.0027 0.0029 0.0002 7.4% 0.0130
ATR 0.0048 0.0047 -0.0001 -2.5% 0.0000
Volume 73 29 -44 -60.3% 689
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9758 0.9742 0.9684
R3 0.9729 0.9713 0.9676
R2 0.9700 0.9700 0.9673
R1 0.9684 0.9684 0.9671 0.9678
PP 0.9671 0.9671 0.9671 0.9668
S1 0.9655 0.9655 0.9665 0.9649
S2 0.9642 0.9642 0.9663
S3 0.9613 0.9626 0.9660
S4 0.9584 0.9597 0.9652
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0088 1.0010 0.9745
R3 0.9958 0.9880 0.9709
R2 0.9828 0.9828 0.9697
R1 0.9750 0.9750 0.9685 0.9789
PP 0.9698 0.9698 0.9698 0.9717
S1 0.9620 0.9620 0.9661 0.9659
S2 0.9568 0.9568 0.9649
S3 0.9438 0.9490 0.9637
S4 0.9308 0.9360 0.9602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9657 0.0118 1.2% 0.0053 0.5% 9% False False 134
10 0.9775 0.9610 0.0165 1.7% 0.0041 0.4% 35% False False 178
20 0.9775 0.9426 0.0349 3.6% 0.0041 0.4% 69% False False 118
40 0.9775 0.9420 0.0355 3.7% 0.0037 0.4% 70% False False 94
60 0.9775 0.9360 0.0415 4.3% 0.0035 0.4% 74% False False 79
80 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 74% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9810
2.618 0.9763
1.618 0.9734
1.000 0.9716
0.618 0.9705
HIGH 0.9687
0.618 0.9676
0.500 0.9673
0.382 0.9669
LOW 0.9658
0.618 0.9640
1.000 0.9629
1.618 0.9611
2.618 0.9582
4.250 0.9535
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 0.9673 0.9677
PP 0.9671 0.9674
S1 0.9670 0.9671

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

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