CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 0.9525 0.9518 -0.0007 -0.1% 0.9650
High 0.9525 0.9528 0.0003 0.0% 0.9678
Low 0.9519 0.9498 -0.0021 -0.2% 0.9507
Close 0.9522 0.9505 -0.0017 -0.2% 0.9512
Range 0.0006 0.0030 0.0024 400.0% 0.0171
ATR 0.0030 0.0030 0.0000 0.0% 0.0000
Volume 35 5 -30 -85.7% 61
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9600 0.9583 0.9522
R3 0.9570 0.9553 0.9513
R2 0.9540 0.9540 0.9511
R1 0.9523 0.9523 0.9508 0.9517
PP 0.9510 0.9510 0.9510 0.9507
S1 0.9493 0.9493 0.9502 0.9487
S2 0.9480 0.9480 0.9500
S3 0.9450 0.9463 0.9497
S4 0.9420 0.9433 0.9489
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0079 0.9966 0.9606
R3 0.9908 0.9795 0.9559
R2 0.9737 0.9737 0.9543
R1 0.9624 0.9624 0.9528 0.9595
PP 0.9566 0.9566 0.9566 0.9551
S1 0.9453 0.9453 0.9496 0.9424
S2 0.9395 0.9395 0.9481
S3 0.9224 0.9282 0.9465
S4 0.9053 0.9111 0.9418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9579 0.9498 0.0081 0.9% 0.0015 0.2% 9% False True 17
10 0.9678 0.9498 0.0180 1.9% 0.0013 0.1% 4% False True 10
20 0.9678 0.9498 0.0180 1.9% 0.0014 0.1% 4% False True 16
40 0.9726 0.9456 0.0270 2.8% 0.0015 0.2% 18% False False 17
60 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 32% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9656
2.618 0.9607
1.618 0.9577
1.000 0.9558
0.618 0.9547
HIGH 0.9528
0.618 0.9517
0.500 0.9513
0.382 0.9509
LOW 0.9498
0.618 0.9479
1.000 0.9468
1.618 0.9449
2.618 0.9419
4.250 0.9371
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 0.9513 0.9513
PP 0.9510 0.9510
S1 0.9508 0.9508

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

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