CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 0.9575 0.9639 0.0064 0.7% 0.9542
High 0.9620 0.9658 0.0038 0.4% 0.9658
Low 0.9575 0.9639 0.0064 0.7% 0.9522
Close 0.9620 0.9658 0.0038 0.4% 0.9658
Range 0.0045 0.0019 -0.0026 -57.8% 0.0136
ATR
Volume 34 51 17 50.0% 129
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9709 0.9702 0.9668
R3 0.9690 0.9683 0.9663
R2 0.9671 0.9671 0.9661
R1 0.9664 0.9664 0.9660 0.9668
PP 0.9652 0.9652 0.9652 0.9653
S1 0.9645 0.9645 0.9656 0.9649
S2 0.9633 0.9633 0.9655
S3 0.9614 0.9626 0.9653
S4 0.9595 0.9607 0.9648
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0021 0.9975 0.9733
R3 0.9885 0.9839 0.9695
R2 0.9749 0.9749 0.9683
R1 0.9703 0.9703 0.9670 0.9726
PP 0.9613 0.9613 0.9613 0.9624
S1 0.9567 0.9567 0.9646 0.9590
S2 0.9477 0.9477 0.9633
S3 0.9341 0.9431 0.9621
S4 0.9205 0.9295 0.9583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9522 0.0136 1.4% 0.0024 0.3% 100% True False 25
10 0.9680 0.9522 0.0158 1.6% 0.0022 0.2% 86% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9739
2.618 0.9708
1.618 0.9689
1.000 0.9677
0.618 0.9670
HIGH 0.9658
0.618 0.9651
0.500 0.9649
0.382 0.9646
LOW 0.9639
0.618 0.9627
1.000 0.9620
1.618 0.9608
2.618 0.9589
4.250 0.9558
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 0.9655 0.9635
PP 0.9652 0.9613
S1 0.9649 0.9590

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

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