CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 0.9516 0.9545 0.0029 0.3% 0.9490
High 0.9520 0.9545 0.0025 0.3% 0.9520
Low 0.9516 0.9533 0.0017 0.2% 0.9450
Close 0.9520 0.9537 0.0017 0.2% 0.9520
Range 0.0004 0.0012 0.0008 200.0% 0.0070
ATR 0.0031 0.0031 0.0000 -1.4% 0.0000
Volume 44 9 -35 -79.5% 160
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9574 0.9568 0.9544
R3 0.9562 0.9556 0.9540
R2 0.9550 0.9550 0.9539
R1 0.9544 0.9544 0.9538 0.9541
PP 0.9538 0.9538 0.9538 0.9537
S1 0.9532 0.9532 0.9536 0.9529
S2 0.9526 0.9526 0.9535
S3 0.9514 0.9520 0.9534
S4 0.9502 0.9508 0.9530
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9707 0.9683 0.9559
R3 0.9637 0.9613 0.9539
R2 0.9567 0.9567 0.9533
R1 0.9543 0.9543 0.9526 0.9555
PP 0.9497 0.9497 0.9497 0.9503
S1 0.9473 0.9473 0.9514 0.9485
S2 0.9427 0.9427 0.9507
S3 0.9357 0.9403 0.9501
S4 0.9287 0.9333 0.9482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9545 0.9450 0.0095 1.0% 0.0019 0.2% 92% True False 26
10 0.9549 0.9450 0.0099 1.0% 0.0016 0.2% 88% False False 37
20 0.9678 0.9450 0.0228 2.4% 0.0017 0.2% 38% False False 31
40 0.9678 0.9450 0.0228 2.4% 0.0014 0.1% 38% False False 22
60 0.9726 0.9413 0.0313 3.3% 0.0015 0.2% 40% False False 21
80 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 42% False False 23
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 0.9596
2.618 0.9576
1.618 0.9564
1.000 0.9557
0.618 0.9552
HIGH 0.9545
0.618 0.9540
0.500 0.9539
0.382 0.9538
LOW 0.9533
0.618 0.9526
1.000 0.9521
1.618 0.9514
2.618 0.9502
4.250 0.9482
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 0.9539 0.9524
PP 0.9538 0.9511
S1 0.9538 0.9498

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

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