CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 0.9502 0.9490 -0.0012 -0.1% 0.9551
High 0.9502 0.9490 -0.0012 -0.1% 0.9551
Low 0.9469 0.9490 0.0021 0.2% 0.9469
Close 0.9481 0.9490 0.0009 0.1% 0.9481
Range 0.0033 0.0000 -0.0033 -100.0% 0.0082
ATR 0.0033 0.0031 -0.0002 -5.2% 0.0000
Volume 19 38 19 100.0% 262
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9490 0.9490 0.9490
R3 0.9490 0.9490 0.9490
R2 0.9490 0.9490 0.9490
R1 0.9490 0.9490 0.9490 0.9490
PP 0.9490 0.9490 0.9490 0.9490
S1 0.9490 0.9490 0.9490 0.9490
S2 0.9490 0.9490 0.9490
S3 0.9490 0.9490 0.9490
S4 0.9490 0.9490 0.9490
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9746 0.9696 0.9526
R3 0.9664 0.9614 0.9504
R2 0.9582 0.9582 0.9496
R1 0.9532 0.9532 0.9489 0.9516
PP 0.9500 0.9500 0.9500 0.9493
S1 0.9450 0.9450 0.9473 0.9434
S2 0.9418 0.9418 0.9466
S3 0.9336 0.9368 0.9458
S4 0.9254 0.9286 0.9436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9549 0.9469 0.0080 0.8% 0.0013 0.1% 26% False False 48
10 0.9551 0.9469 0.0082 0.9% 0.0018 0.2% 26% False False 40
20 0.9678 0.9469 0.0209 2.2% 0.0014 0.1% 10% False False 25
40 0.9726 0.9469 0.0257 2.7% 0.0016 0.2% 8% False False 23
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 28% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9490
2.618 0.9490
1.618 0.9490
1.000 0.9490
0.618 0.9490
HIGH 0.9490
0.618 0.9490
0.500 0.9490
0.382 0.9490
LOW 0.9490
0.618 0.9490
1.000 0.9490
1.618 0.9490
2.618 0.9490
4.250 0.9490
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 0.9490 0.9498
PP 0.9490 0.9495
S1 0.9490 0.9493

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

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