CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 0.9651 0.9651 0.0000 0.0% 0.9624
High 0.9651 0.9668 0.0017 0.2% 0.9726
Low 0.9651 0.9651 0.0000 0.0% 0.9624
Close 0.9651 0.9668 0.0017 0.2% 0.9651
Range 0.0000 0.0017 0.0017 0.0102
ATR 0.0035 0.0034 -0.0001 -3.7% 0.0000
Volume 2 1 -1 -50.0% 202
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9713 0.9708 0.9677
R3 0.9696 0.9691 0.9673
R2 0.9679 0.9679 0.9671
R1 0.9674 0.9674 0.9670 0.9677
PP 0.9662 0.9662 0.9662 0.9664
S1 0.9657 0.9657 0.9666 0.9660
S2 0.9645 0.9645 0.9665
S3 0.9628 0.9640 0.9663
S4 0.9611 0.9623 0.9659
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9973 0.9914 0.9707
R3 0.9871 0.9812 0.9679
R2 0.9769 0.9769 0.9670
R1 0.9710 0.9710 0.9660 0.9740
PP 0.9667 0.9667 0.9667 0.9682
S1 0.9608 0.9608 0.9642 0.9638
S2 0.9565 0.9565 0.9632
S3 0.9463 0.9506 0.9623
S4 0.9361 0.9404 0.9595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9726 0.9628 0.0098 1.0% 0.0035 0.4% 41% False False 31
10 0.9726 0.9594 0.0132 1.4% 0.0020 0.2% 56% False False 32
20 0.9726 0.9413 0.0313 3.2% 0.0016 0.2% 81% False False 20
40 0.9726 0.9400 0.0326 3.4% 0.0016 0.2% 82% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9740
2.618 0.9713
1.618 0.9696
1.000 0.9685
0.618 0.9679
HIGH 0.9668
0.618 0.9662
0.500 0.9660
0.382 0.9657
LOW 0.9651
0.618 0.9640
1.000 0.9634
1.618 0.9623
2.618 0.9606
4.250 0.9579
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 0.9665 0.9683
PP 0.9662 0.9678
S1 0.9660 0.9673

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

View Archives - Comment on this page... - Back to Index of Symbols