CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 0.9558 0.9519 -0.0039 -0.4% 0.9641
High 0.9558 0.9519 -0.0039 -0.4% 0.9641
Low 0.9557 0.9492 -0.0065 -0.7% 0.9592
Close 0.9557 0.9492 -0.0065 -0.7% 0.9616
Range 0.0001 0.0027 0.0026 2,600.0% 0.0049
ATR 0.0039 0.0041 0.0002 4.9% 0.0000
Volume 1 1 0 0.0% 407
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9582 0.9564 0.9507
R3 0.9555 0.9537 0.9499
R2 0.9528 0.9528 0.9497
R1 0.9510 0.9510 0.9494 0.9506
PP 0.9501 0.9501 0.9501 0.9499
S1 0.9483 0.9483 0.9490 0.9479
S2 0.9474 0.9474 0.9487
S3 0.9447 0.9456 0.9485
S4 0.9420 0.9429 0.9477
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 0.9636 0.9492 0.0144 1.5% 0.0013 0.1% 0% False True 1
10 0.9658 0.9492 0.0166 1.7% 0.0013 0.1% 0% False True 49
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 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9634
2.618 0.9590
1.618 0.9563
1.000 0.9546
0.618 0.9536
HIGH 0.9519
0.618 0.9509
0.500 0.9506
0.382 0.9502
LOW 0.9492
0.618 0.9475
1.000 0.9465
1.618 0.9448
2.618 0.9421
4.250 0.9377
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 0.9506 0.9552
PP 0.9501 0.9532
S1 0.9497 0.9512

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

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