CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 0.9636 0.9592 -0.0044 -0.5% 0.9641
High 0.9636 0.9616 -0.0020 -0.2% 0.9641
Low 0.9636 0.9592 -0.0044 -0.5% 0.9592
Close 0.9636 0.9616 -0.0020 -0.2% 0.9616
Range 0.0000 0.0024 0.0024 0.0049
ATR 0.0040 0.0040 0.0000 0.8% 0.0000
Volume 1 1 0 0.0% 407
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9680 0.9672 0.9629
R3 0.9656 0.9648 0.9623
R2 0.9632 0.9632 0.9620
R1 0.9624 0.9624 0.9618 0.9628
PP 0.9608 0.9608 0.9608 0.9610
S1 0.9600 0.9600 0.9614 0.9604
S2 0.9584 0.9584 0.9612
S3 0.9560 0.9576 0.9609
S4 0.9536 0.9552 0.9603
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9763 0.9739 0.9643
R3 0.9714 0.9690 0.9629
R2 0.9665 0.9665 0.9625
R1 0.9641 0.9641 0.9620 0.9629
PP 0.9616 0.9616 0.9616 0.9610
S1 0.9592 0.9592 0.9612 0.9580
S2 0.9567 0.9567 0.9607
S3 0.9518 0.9543 0.9603
S4 0.9469 0.9494 0.9589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9641 0.9592 0.0049 0.5% 0.0006 0.1% 49% False True 81
10 0.9658 0.9522 0.0136 1.4% 0.0015 0.2% 69% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9718
2.618 0.9679
1.618 0.9655
1.000 0.9640
0.618 0.9631
HIGH 0.9616
0.618 0.9607
0.500 0.9604
0.382 0.9601
LOW 0.9592
0.618 0.9577
1.000 0.9568
1.618 0.9553
2.618 0.9529
4.250 0.9490
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 0.9612 0.9615
PP 0.9608 0.9615
S1 0.9604 0.9614

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

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