CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 0.9586 0.9577 -0.0009 -0.1% 0.9672
High 0.9603 0.9635 0.0032 0.3% 0.9674
Low 0.9560 0.9569 0.0009 0.1% 0.9560
Close 0.9582 0.9632 0.0050 0.5% 0.9632
Range 0.0043 0.0066 0.0023 53.5% 0.0114
ATR 0.0040 0.0042 0.0002 4.5% 0.0000
Volume 244 299 55 22.5% 1,323
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9810 0.9787 0.9668
R3 0.9744 0.9721 0.9650
R2 0.9678 0.9678 0.9644
R1 0.9655 0.9655 0.9638 0.9667
PP 0.9612 0.9612 0.9612 0.9618
S1 0.9589 0.9589 0.9626 0.9601
S2 0.9546 0.9546 0.9620
S3 0.9480 0.9523 0.9614
S4 0.9414 0.9457 0.9596
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9964 0.9912 0.9695
R3 0.9850 0.9798 0.9663
R2 0.9736 0.9736 0.9653
R1 0.9684 0.9684 0.9642 0.9653
PP 0.9622 0.9622 0.9622 0.9607
S1 0.9570 0.9570 0.9622 0.9539
S2 0.9508 0.9508 0.9611
S3 0.9394 0.9456 0.9601
S4 0.9280 0.9342 0.9569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9674 0.9560 0.0114 1.2% 0.0047 0.5% 63% False False 264
10 0.9700 0.9560 0.0140 1.5% 0.0040 0.4% 51% False False 192
20 0.9775 0.9560 0.0215 2.2% 0.0041 0.4% 33% False False 153
40 0.9775 0.9420 0.0355 3.7% 0.0038 0.4% 60% False False 124
60 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 60% False False 104
80 0.9775 0.9360 0.0415 4.3% 0.0036 0.4% 66% False False 94
100 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 65% False False 78
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 0.0007
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9916
2.618 0.9808
1.618 0.9742
1.000 0.9701
0.618 0.9676
HIGH 0.9635
0.618 0.9610
0.500 0.9602
0.382 0.9594
LOW 0.9569
0.618 0.9528
1.000 0.9503
1.618 0.9462
2.618 0.9396
4.250 0.9289
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 0.9622 0.9621
PP 0.9612 0.9609
S1 0.9602 0.9598

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

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