CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 0.9608 0.9624 0.0016 0.2% 0.9572
High 0.9608 0.9624 0.0016 0.2% 0.9625
Low 0.9608 0.9624 0.0016 0.2% 0.9572
Close 0.9608 0.9624 0.0016 0.2% 0.9608
Range
ATR 0.0031 0.0030 -0.0001 -3.5% 0.0000
Volume 48 48 0 0.0% 135
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9624 0.9624 0.9624
R3 0.9624 0.9624 0.9624
R2 0.9624 0.9624 0.9624
R1 0.9624 0.9624 0.9624 0.9624
PP 0.9624 0.9624 0.9624 0.9624
S1 0.9624 0.9624 0.9624 0.9624
S2 0.9624 0.9624 0.9624
S3 0.9624 0.9624 0.9624
S4 0.9624 0.9624 0.9624
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9761 0.9737 0.9637
R3 0.9708 0.9684 0.9623
R2 0.9655 0.9655 0.9618
R1 0.9631 0.9631 0.9613 0.9643
PP 0.9602 0.9602 0.9602 0.9608
S1 0.9578 0.9578 0.9603 0.9590
S2 0.9549 0.9549 0.9598
S3 0.9496 0.9525 0.9593
S4 0.9443 0.9472 0.9579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9625 0.9594 0.0031 0.3% 0.0005 0.1% 97% False False 33
10 0.9625 0.9426 0.0199 2.1% 0.0010 0.1% 99% False False 18
20 0.9625 0.9400 0.0225 2.3% 0.0012 0.1% 100% False False 14
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9624
2.618 0.9624
1.618 0.9624
1.000 0.9624
0.618 0.9624
HIGH 0.9624
0.618 0.9624
0.500 0.9624
0.382 0.9624
LOW 0.9624
0.618 0.9624
1.000 0.9624
1.618 0.9624
2.618 0.9624
4.250 0.9624
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 0.9624 0.9621
PP 0.9624 0.9619
S1 0.9624 0.9616

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

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