CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 0.9369 0.9342 -0.0027 -0.3% 0.9475
High 0.9375 0.9387 0.0012 0.1% 0.9478
Low 0.9316 0.9323 0.0007 0.1% 0.9385
Close 0.9336 0.9368 0.0032 0.3% 0.9386
Range 0.0059 0.0064 0.0005 8.5% 0.0093
ATR 0.0046 0.0048 0.0001 2.7% 0.0000
Volume 6,906 8,616 1,710 24.8% 5,693
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9551 0.9524 0.9403
R3 0.9487 0.9460 0.9386
R2 0.9423 0.9423 0.9380
R1 0.9396 0.9396 0.9374 0.9410
PP 0.9359 0.9359 0.9359 0.9366
S1 0.9332 0.9332 0.9362 0.9346
S2 0.9295 0.9295 0.9356
S3 0.9231 0.9268 0.9350
S4 0.9167 0.9204 0.9333
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 0.9444 0.9316 0.0128 1.4% 0.0050 0.5% 41% False False 4,495
10 0.9540 0.9316 0.0224 2.4% 0.0052 0.6% 23% False False 2,763
20 0.9576 0.9316 0.0260 2.8% 0.0047 0.5% 20% False False 1,558
40 0.9700 0.9316 0.0384 4.1% 0.0044 0.5% 14% False False 925
60 0.9775 0.9316 0.0459 4.9% 0.0042 0.4% 11% False False 667
80 0.9775 0.9316 0.0459 4.9% 0.0041 0.4% 11% False False 518
100 0.9775 0.9316 0.0459 4.9% 0.0038 0.4% 11% False False 427
120 0.9775 0.9316 0.0459 4.9% 0.0038 0.4% 11% False False 367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9659
2.618 0.9555
1.618 0.9491
1.000 0.9451
0.618 0.9427
HIGH 0.9387
0.618 0.9363
0.500 0.9355
0.382 0.9347
LOW 0.9323
0.618 0.9283
1.000 0.9259
1.618 0.9219
2.618 0.9155
4.250 0.9051
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 0.9364 0.9363
PP 0.9359 0.9357
S1 0.9355 0.9352

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

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