CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 0.9646 0.9643 -0.0003 0.0% 0.9651
High 0.9646 0.9643 -0.0003 0.0% 0.9668
Low 0.9646 0.9643 -0.0003 0.0% 0.9614
Close 0.9646 0.9643 -0.0003 0.0% 0.9646
Range
ATR 0.0029 0.0027 -0.0002 -6.4% 0.0000
Volume 5 7 2 40.0% 19
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9643 0.9643 0.9643
R3 0.9643 0.9643 0.9643
R2 0.9643 0.9643 0.9643
R1 0.9643 0.9643 0.9643 0.9643
PP 0.9643 0.9643 0.9643 0.9643
S1 0.9643 0.9643 0.9643 0.9643
S2 0.9643 0.9643 0.9643
S3 0.9643 0.9643 0.9643
S4 0.9643 0.9643 0.9643
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9805 0.9779 0.9676
R3 0.9751 0.9725 0.9661
R2 0.9697 0.9697 0.9656
R1 0.9671 0.9671 0.9651 0.9657
PP 0.9643 0.9643 0.9643 0.9636
S1 0.9617 0.9617 0.9641 0.9603
S2 0.9589 0.9589 0.9636
S3 0.9535 0.9563 0.9631
S4 0.9481 0.9509 0.9616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9647 0.9614 0.0033 0.3% 0.0004 0.0% 88% False False 5
10 0.9726 0.9614 0.0112 1.2% 0.0020 0.2% 26% False False 18
20 0.9726 0.9426 0.0300 3.1% 0.0015 0.2% 72% False False 18
40 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 75% False False 25
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9643
2.618 0.9643
1.618 0.9643
1.000 0.9643
0.618 0.9643
HIGH 0.9643
0.618 0.9643
0.500 0.9643
0.382 0.9643
LOW 0.9643
0.618 0.9643
1.000 0.9643
1.618 0.9643
2.618 0.9643
4.250 0.9643
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 0.9643 0.9639
PP 0.9643 0.9634
S1 0.9643 0.9630

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

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