CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 0.9647 0.9657 0.0010 0.1% 0.9665
High 0.9668 0.9700 0.0032 0.3% 0.9689
Low 0.9647 0.9653 0.0006 0.1% 0.9631
Close 0.9667 0.9665 -0.0002 0.0% 0.9667
Range 0.0021 0.0047 0.0026 123.8% 0.0058
ATR 0.0042 0.0043 0.0000 0.8% 0.0000
Volume 65 42 -23 -35.4% 450
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9814 0.9786 0.9691
R3 0.9767 0.9739 0.9678
R2 0.9720 0.9720 0.9674
R1 0.9692 0.9692 0.9669 0.9706
PP 0.9673 0.9673 0.9673 0.9680
S1 0.9645 0.9645 0.9661 0.9659
S2 0.9626 0.9626 0.9656
S3 0.9579 0.9598 0.9652
S4 0.9532 0.9551 0.9639
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9836 0.9810 0.9699
R3 0.9778 0.9752 0.9683
R2 0.9720 0.9720 0.9678
R1 0.9694 0.9694 0.9672 0.9707
PP 0.9662 0.9662 0.9662 0.9669
S1 0.9636 0.9636 0.9662 0.9649
S2 0.9604 0.9604 0.9656
S3 0.9546 0.9578 0.9651
S4 0.9488 0.9520 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9631 0.0069 0.7% 0.0030 0.3% 49% True False 83
10 0.9775 0.9631 0.0144 1.5% 0.0042 0.4% 24% False False 115
20 0.9775 0.9434 0.0341 3.5% 0.0041 0.4% 68% False False 128
40 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 69% False False 102
60 0.9775 0.9398 0.0377 3.9% 0.0034 0.4% 71% False False 80
80 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 73% False False 72
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 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9900
2.618 0.9823
1.618 0.9776
1.000 0.9747
0.618 0.9729
HIGH 0.9700
0.618 0.9682
0.500 0.9677
0.382 0.9671
LOW 0.9653
0.618 0.9624
1.000 0.9606
1.618 0.9577
2.618 0.9530
4.250 0.9453
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 0.9677 0.9666
PP 0.9673 0.9665
S1 0.9669 0.9665

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

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