CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 0.9623 0.9602 -0.0021 -0.2% 0.9672
High 0.9641 0.9646 0.0005 0.1% 0.9674
Low 0.9590 0.9596 0.0006 0.1% 0.9560
Close 0.9598 0.9646 0.0048 0.5% 0.9632
Range 0.0051 0.0050 -0.0001 -2.0% 0.0114
ATR 0.0042 0.0042 0.0001 1.4% 0.0000
Volume 124 264 140 112.9% 1,323
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9779 0.9763 0.9674
R3 0.9729 0.9713 0.9660
R2 0.9679 0.9679 0.9655
R1 0.9663 0.9663 0.9651 0.9671
PP 0.9629 0.9629 0.9629 0.9634
S1 0.9613 0.9613 0.9641 0.9621
S2 0.9579 0.9579 0.9637
S3 0.9529 0.9563 0.9632
S4 0.9479 0.9513 0.9619
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 0.9646 0.9560 0.0086 0.9% 0.0047 0.5% 100% True False 238
10 0.9675 0.9560 0.0115 1.2% 0.0042 0.4% 75% False False 228
20 0.9775 0.9560 0.0215 2.2% 0.0039 0.4% 40% False False 177
40 0.9775 0.9420 0.0355 3.7% 0.0040 0.4% 64% False False 140
60 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 64% False False 112
80 0.9775 0.9360 0.0415 4.3% 0.0035 0.4% 69% False False 100
100 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 69% False False 85
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9859
2.618 0.9777
1.618 0.9727
1.000 0.9696
0.618 0.9677
HIGH 0.9646
0.618 0.9627
0.500 0.9621
0.382 0.9615
LOW 0.9596
0.618 0.9565
1.000 0.9546
1.618 0.9515
2.618 0.9465
4.250 0.9384
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 0.9638 0.9637
PP 0.9629 0.9627
S1 0.9621 0.9618

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

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