CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 0.9677 0.9671 -0.0006 -0.1% 0.9609
High 0.9679 0.9700 0.0021 0.2% 0.9695
Low 0.9670 0.9664 -0.0006 -0.1% 0.9590
Close 0.9675 0.9685 0.0010 0.1% 0.9678
Range 0.0009 0.0036 0.0027 300.0% 0.0105
ATR 0.0039 0.0039 0.0000 -0.5% 0.0000
Volume 219 51 -168 -76.7% 1,435
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9791 0.9774 0.9705
R3 0.9755 0.9738 0.9695
R2 0.9719 0.9719 0.9692
R1 0.9702 0.9702 0.9688 0.9711
PP 0.9683 0.9683 0.9683 0.9687
S1 0.9666 0.9666 0.9682 0.9675
S2 0.9647 0.9647 0.9678
S3 0.9611 0.9630 0.9675
S4 0.9575 0.9594 0.9665
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9969 0.9929 0.9736
R3 0.9864 0.9824 0.9707
R2 0.9759 0.9759 0.9697
R1 0.9719 0.9719 0.9688 0.9739
PP 0.9654 0.9654 0.9654 0.9665
S1 0.9614 0.9614 0.9668 0.9634
S2 0.9549 0.9549 0.9659
S3 0.9444 0.9509 0.9649
S4 0.9339 0.9404 0.9620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9596 0.0104 1.1% 0.0032 0.3% 86% True False 264
10 0.9700 0.9560 0.0140 1.4% 0.0038 0.4% 89% True False 255
20 0.9700 0.9560 0.0140 1.4% 0.0036 0.4% 89% True False 199
40 0.9775 0.9426 0.0349 3.6% 0.0039 0.4% 74% False False 158
60 0.9775 0.9420 0.0355 3.7% 0.0037 0.4% 75% False False 129
80 0.9775 0.9360 0.0415 4.3% 0.0035 0.4% 78% False False 109
100 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 78% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9853
2.618 0.9794
1.618 0.9758
1.000 0.9736
0.618 0.9722
HIGH 0.9700
0.618 0.9686
0.500 0.9682
0.382 0.9678
LOW 0.9664
0.618 0.9642
1.000 0.9628
1.618 0.9606
2.618 0.9570
4.250 0.9511
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 0.9684 0.9684
PP 0.9683 0.9683
S1 0.9682 0.9682

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

View Archives - Comment on this page... - Back to Index of Symbols