CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 0.9520 0.9499 -0.0021 -0.2% 0.9568
High 0.9520 0.9535 0.0015 0.2% 0.9583
Low 0.9488 0.9498 0.0010 0.1% 0.9489
Close 0.9503 0.9525 0.0022 0.2% 0.9504
Range 0.0032 0.0037 0.0005 15.6% 0.0094
ATR 0.0040 0.0040 0.0000 -0.6% 0.0000
Volume 72 334 262 363.9% 1,191
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9630 0.9615 0.9545
R3 0.9593 0.9578 0.9535
R2 0.9556 0.9556 0.9532
R1 0.9541 0.9541 0.9528 0.9549
PP 0.9519 0.9519 0.9519 0.9523
S1 0.9504 0.9504 0.9522 0.9512
S2 0.9482 0.9482 0.9518
S3 0.9445 0.9467 0.9515
S4 0.9408 0.9430 0.9505
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9807 0.9750 0.9556
R3 0.9713 0.9656 0.9530
R2 0.9619 0.9619 0.9521
R1 0.9562 0.9562 0.9513 0.9544
PP 0.9525 0.9525 0.9525 0.9516
S1 0.9468 0.9468 0.9495 0.9450
S2 0.9431 0.9431 0.9487
S3 0.9337 0.9374 0.9478
S4 0.9243 0.9280 0.9452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9576 0.9488 0.0088 0.9% 0.0037 0.4% 42% False False 290
10 0.9583 0.9488 0.0095 1.0% 0.0038 0.4% 39% False False 273
20 0.9700 0.9488 0.0212 2.2% 0.0039 0.4% 17% False False 304
40 0.9775 0.9488 0.0287 3.0% 0.0039 0.4% 13% False False 241
60 0.9775 0.9420 0.0355 3.7% 0.0039 0.4% 30% False False 194
80 0.9775 0.9420 0.0355 3.7% 0.0037 0.4% 30% False False 160
100 0.9775 0.9360 0.0415 4.4% 0.0036 0.4% 40% False False 141
120 0.9777 0.9360 0.0417 4.4% 0.0036 0.4% 40% False False 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9692
2.618 0.9632
1.618 0.9595
1.000 0.9572
0.618 0.9558
HIGH 0.9535
0.618 0.9521
0.500 0.9517
0.382 0.9512
LOW 0.9498
0.618 0.9475
1.000 0.9461
1.618 0.9438
2.618 0.9401
4.250 0.9341
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 0.9522 0.9521
PP 0.9519 0.9516
S1 0.9517 0.9512

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

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