CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	0.9528	0.9547	0.0019	0.2%	0.9517
High	0.9550	0.9573	0.0023	0.2%	0.9550
Low	0.9512	0.9547	0.0035	0.4%	0.9470
Close	0.9542	0.9559	0.0017	0.2%	0.9542
Range	0.0038	0.0026	-0.0012	-31.6%	0.0080
ATR	0.0043	0.0042	-0.0001	-2.0%	0.0000
Volume	619	355	-264	-42.6%	1,699

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9638	0.9624	0.9573
R3	0.9612	0.9598	0.9566
R2	0.9586	0.9586	0.9564
R1	0.9572	0.9572	0.9561	0.9579
PP	0.9560	0.9560	0.9560	0.9563
S1	0.9546	0.9546	0.9557	0.9553
S2	0.9534	0.9534	0.9554
S3	0.9508	0.9520	0.9552
S4	0.9482	0.9494	0.9545

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9731	0.9586
R3	0.9681	0.9651	0.9564
R2	0.9601	0.9601	0.9557
R1	0.9571	0.9571	0.9549	0.9586
PP	0.9521	0.9521	0.9521	0.9528
S1	0.9491	0.9491	0.9535	0.9506
S2	0.9441	0.9441	0.9527
S3	0.9361	0.9411	0.9520
S4	0.9281	0.9331	0.9498

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9573	0.9470	0.0103	1.1%	0.0042	0.4%	86%	True	False	334
10	0.9576	0.9470	0.0106	1.1%	0.0040	0.4%	84%	False	False	299
20	0.9700	0.9470	0.0230	2.4%	0.0042	0.4%	39%	False	False	317
40	0.9700	0.9470	0.0230	2.4%	0.0039	0.4%	39%	False	False	257
60	0.9775	0.9426	0.0349	3.7%	0.0039	0.4%	38%	False	False	212
80	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	39%	False	False	176
100	0.9775	0.9360	0.0415	4.3%	0.0037	0.4%	48%	False	False	151
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	48%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9684
2.618	0.9641
1.618	0.9615
1.000	0.9599
0.618	0.9589
HIGH	0.9573
0.618	0.9563
0.500	0.9560
0.382	0.9557
LOW	0.9547
0.618	0.9531
1.000	0.9521
1.618	0.9505
2.618	0.9479
4.250	0.9437

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	0.9560	0.9547
PP	0.9560	0.9534
S1	0.9559	0.9522

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