CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 0.9388 0.9370 -0.0018 -0.2% 0.9475
High 0.9396 0.9381 -0.0015 -0.2% 0.9478
Low 0.9363 0.9345 -0.0018 -0.2% 0.9385
Close 0.9379 0.9365 -0.0014 -0.1% 0.9386
Range 0.0033 0.0036 0.0003 9.1% 0.0093
ATR 0.0046 0.0045 -0.0001 -1.6% 0.0000
Volume 970 3,579 2,609 269.0% 5,693
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9472 0.9454 0.9385
R3 0.9436 0.9418 0.9375
R2 0.9400 0.9400 0.9372
R1 0.9382 0.9382 0.9368 0.9373
PP 0.9364 0.9364 0.9364 0.9359
S1 0.9346 0.9346 0.9362 0.9337
S2 0.9328 0.9328 0.9358
S3 0.9292 0.9310 0.9355
S4 0.9256 0.9274 0.9345
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9695 0.9634 0.9437
R3 0.9602 0.9541 0.9412
R2 0.9509 0.9509 0.9403
R1 0.9448 0.9448 0.9395 0.9432
PP 0.9416 0.9416 0.9416 0.9409
S1 0.9355 0.9355 0.9377 0.9339
S2 0.9323 0.9323 0.9369
S3 0.9230 0.9262 0.9360
S4 0.9137 0.9169 0.9335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9478 0.9345 0.0133 1.4% 0.0046 0.5% 15% False True 1,867
10 0.9571 0.9345 0.0226 2.4% 0.0050 0.5% 9% False True 1,293
20 0.9576 0.9345 0.0231 2.5% 0.0045 0.5% 9% False True 796
40 0.9700 0.9345 0.0355 3.8% 0.0044 0.5% 6% False True 549
60 0.9775 0.9345 0.0430 4.6% 0.0041 0.4% 5% False True 418
80 0.9775 0.9345 0.0430 4.6% 0.0040 0.4% 5% False True 327
100 0.9775 0.9345 0.0430 4.6% 0.0037 0.4% 5% False True 272
120 0.9777 0.9345 0.0432 4.6% 0.0038 0.4% 5% False True 237
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9475
1.618 0.9439
1.000 0.9417
0.618 0.9403
HIGH 0.9381
0.618 0.9367
0.500 0.9363
0.382 0.9359
LOW 0.9345
0.618 0.9323
1.000 0.9309
1.618 0.9287
2.618 0.9251
4.250 0.9192
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 0.9364 0.9395
PP 0.9364 0.9385
S1 0.9363 0.9375

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

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