CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 0.9426 0.9463 0.0037 0.4% 0.9442
High 0.9426 0.9463 0.0037 0.4% 0.9472
Low 0.9426 0.9463 0.0037 0.4% 0.9413
Close 0.9426 0.9463 0.0037 0.4% 0.9430
Range
ATR 0.0033 0.0033 0.0000 0.8% 0.0000
Volume 1 1 0 0.0% 74
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9463 0.9463 0.9463
R3 0.9463 0.9463 0.9463
R2 0.9463 0.9463 0.9463
R1 0.9463 0.9463 0.9463 0.9463
PP 0.9463 0.9463 0.9463 0.9463
S1 0.9463 0.9463 0.9463 0.9463
S2 0.9463 0.9463 0.9463
S3 0.9463 0.9463 0.9463
S4 0.9463 0.9463 0.9463
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9615 0.9582 0.9462
R3 0.9556 0.9523 0.9446
R2 0.9497 0.9497 0.9441
R1 0.9464 0.9464 0.9435 0.9451
PP 0.9438 0.9438 0.9438 0.9432
S1 0.9405 0.9405 0.9425 0.9392
S2 0.9379 0.9379 0.9419
S3 0.9320 0.9346 0.9414
S4 0.9261 0.9287 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9472 0.9413 0.0059 0.6% 0.0004 0.0% 85% False False 1
10 0.9519 0.9400 0.0119 1.3% 0.0013 0.1% 53% False False 9
20 0.9658 0.9400 0.0258 2.7% 0.0012 0.1% 24% False False 30
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9463
2.618 0.9463
1.618 0.9463
1.000 0.9463
0.618 0.9463
HIGH 0.9463
0.618 0.9463
0.500 0.9463
0.382 0.9463
LOW 0.9463
0.618 0.9463
1.000 0.9463
1.618 0.9463
2.618 0.9463
4.250 0.9463
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 0.9463 0.9455
PP 0.9463 0.9446
S1 0.9463 0.9438

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

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