CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 0.9600 0.9607 0.0007 0.1% 0.9542
High 0.9600 0.9607 0.0007 0.1% 0.9658
Low 0.9596 0.9607 0.0011 0.1% 0.9522
Close 0.9596 0.9607 0.0011 0.1% 0.9658
Range 0.0004 0.0000 -0.0004 -100.0% 0.0136
ATR 0.0000 0.0041 0.0041 0.0000
Volume 202 1 -201 -99.5% 129
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9607 0.9607 0.9607
R3 0.9607 0.9607 0.9607
R2 0.9607 0.9607 0.9607
R1 0.9607 0.9607 0.9607 0.9607
PP 0.9607 0.9607 0.9607 0.9607
S1 0.9607 0.9607 0.9607 0.9607
S2 0.9607 0.9607 0.9607
S3 0.9607 0.9607 0.9607
S4 0.9607 0.9607 0.9607
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 0.9575 0.0083 0.9% 0.0014 0.1% 39% False False 98
10 0.9658 0.9522 0.0136 1.4% 0.0019 0.2% 63% False False 53
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 0.9607
2.618 0.9607
1.618 0.9607
1.000 0.9607
0.618 0.9607
HIGH 0.9607
0.618 0.9607
0.500 0.9607
0.382 0.9607
LOW 0.9607
0.618 0.9607
1.000 0.9607
1.618 0.9607
2.618 0.9607
4.250 0.9607
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 0.9607 0.9619
PP 0.9607 0.9615
S1 0.9607 0.9611

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

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