CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 0.9672 0.9656 -0.0016 -0.2% 0.9657
High 0.9674 0.9658 -0.0016 -0.2% 0.9700
Low 0.9642 0.9602 -0.0040 -0.4% 0.9619
Close 0.9662 0.9602 -0.0060 -0.6% 0.9671
Range 0.0032 0.0056 0.0024 75.0% 0.0081
ATR 0.0039 0.0041 0.0001 3.8% 0.0000
Volume 305 167 -138 -45.2% 606
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9789 0.9751 0.9633
R3 0.9733 0.9695 0.9617
R2 0.9677 0.9677 0.9612
R1 0.9639 0.9639 0.9607 0.9630
PP 0.9621 0.9621 0.9621 0.9616
S1 0.9583 0.9583 0.9597 0.9574
S2 0.9565 0.9565 0.9592
S3 0.9509 0.9527 0.9587
S4 0.9453 0.9471 0.9571
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9906 0.9870 0.9716
R3 0.9825 0.9789 0.9693
R2 0.9744 0.9744 0.9686
R1 0.9708 0.9708 0.9678 0.9726
PP 0.9663 0.9663 0.9663 0.9673
S1 0.9627 0.9627 0.9664 0.9645
S2 0.9582 0.9582 0.9656
S3 0.9501 0.9546 0.9649
S4 0.9420 0.9465 0.9626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9675 0.9602 0.0073 0.8% 0.0034 0.4% 0% False True 183
10 0.9700 0.9602 0.0098 1.0% 0.0033 0.3% 0% False True 142
20 0.9775 0.9602 0.0173 1.8% 0.0037 0.4% 0% False True 160
40 0.9775 0.9420 0.0355 3.7% 0.0037 0.4% 51% False False 104
60 0.9775 0.9420 0.0355 3.7% 0.0034 0.4% 51% False False 91
80 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 58% False False 84
100 0.9777 0.9360 0.0417 4.3% 0.0034 0.3% 58% False False 70
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9896
2.618 0.9805
1.618 0.9749
1.000 0.9714
0.618 0.9693
HIGH 0.9658
0.618 0.9637
0.500 0.9630
0.382 0.9623
LOW 0.9602
0.618 0.9567
1.000 0.9546
1.618 0.9511
2.618 0.9455
4.250 0.9364
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 0.9630 0.9639
PP 0.9621 0.9626
S1 0.9611 0.9614

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

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