CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 0.9660 0.9651 -0.0009 -0.1% 0.9653
High 0.9674 0.9660 -0.0014 -0.1% 0.9775
Low 0.9650 0.9631 -0.0019 -0.2% 0.9645
Close 0.9656 0.9657 0.0001 0.0% 0.9673
Range 0.0024 0.0029 0.0005 20.8% 0.0130
ATR 0.0045 0.0044 -0.0001 -2.6% 0.0000
Volume 58 225 167 287.9% 689
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9736 0.9726 0.9673
R3 0.9707 0.9697 0.9665
R2 0.9678 0.9678 0.9662
R1 0.9668 0.9668 0.9660 0.9673
PP 0.9649 0.9649 0.9649 0.9652
S1 0.9639 0.9639 0.9654 0.9644
S2 0.9620 0.9620 0.9652
S3 0.9591 0.9610 0.9649
S4 0.9562 0.9581 0.9641
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 0.9695 0.9631 0.0064 0.7% 0.0029 0.3% 41% False True 121
10 0.9775 0.9616 0.0159 1.6% 0.0040 0.4% 26% False False 112
20 0.9775 0.9426 0.0349 3.6% 0.0041 0.4% 66% False False 130
40 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 67% False False 100
60 0.9775 0.9360 0.0415 4.3% 0.0034 0.4% 72% False False 80
80 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 71% False False 71
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9783
2.618 0.9736
1.618 0.9707
1.000 0.9689
0.618 0.9678
HIGH 0.9660
0.618 0.9649
0.500 0.9646
0.382 0.9642
LOW 0.9631
0.618 0.9613
1.000 0.9602
1.618 0.9584
2.618 0.9555
4.250 0.9508
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 0.9653 0.9659
PP 0.9649 0.9658
S1 0.9646 0.9658

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

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