CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	0.9520	0.9511	-0.0009	-0.1%	0.9677
High	0.9533	0.9570	0.0037	0.4%	0.9700
Low	0.9495	0.9503	0.0008	0.1%	0.9526
Close	0.9511	0.9564	0.0053	0.6%	0.9534
Range	0.0038	0.0067	0.0029	76.3%	0.0174
ATR	0.0041	0.0043	0.0002	4.4%	0.0000
Volume	205	327	122	59.5%	1,605

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9747	0.9722	0.9601
R3	0.9680	0.9655	0.9582
R2	0.9613	0.9613	0.9576
R1	0.9588	0.9588	0.9570	0.9601
PP	0.9546	0.9546	0.9546	0.9552
S1	0.9521	0.9521	0.9558	0.9534
S2	0.9479	0.9479	0.9552
S3	0.9412	0.9454	0.9546
S4	0.9345	0.9387	0.9527

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0109	0.9995	0.9630
R3	0.9935	0.9821	0.9582
R2	0.9761	0.9761	0.9566
R1	0.9647	0.9647	0.9550	0.9617
PP	0.9587	0.9587	0.9587	0.9572
S1	0.9473	0.9473	0.9518	0.9443
S2	0.9413	0.9413	0.9502
S3	0.9239	0.9299	0.9486
S4	0.9065	0.9125	0.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9570	0.9495	0.0075	0.8%	0.0038	0.4%	92%	True	False	369
10	0.9700	0.9495	0.0205	2.1%	0.0042	0.4%	34%	False	False	319
20	0.9700	0.9495	0.0205	2.1%	0.0044	0.5%	34%	False	False	289
40	0.9775	0.9495	0.0280	2.9%	0.0042	0.4%	25%	False	False	217
60	0.9775	0.9420	0.0355	3.7%	0.0040	0.4%	41%	False	False	171
80	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	41%	False	False	134
100	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	49%	False	False	119
120	0.9785	0.9360	0.0425	4.4%	0.0035	0.4%	48%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9855
2.618	0.9745
1.618	0.9678
1.000	0.9637
0.618	0.9611
HIGH	0.9570
0.618	0.9544
0.500	0.9537
0.382	0.9529
LOW	0.9503
0.618	0.9462
1.000	0.9436
1.618	0.9395
2.618	0.9328
4.250	0.9218

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	0.9555	0.9554
PP	0.9546	0.9543
S1	0.9537	0.9533

Download as Excel Spreadsheet

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

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