CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 0.9545 0.9530 -0.0015 -0.2% 0.9490
High 0.9545 0.9530 -0.0015 -0.2% 0.9520
Low 0.9533 0.9495 -0.0038 -0.4% 0.9450
Close 0.9537 0.9495 -0.0042 -0.4% 0.9520
Range 0.0012 0.0035 0.0023 191.7% 0.0070
ATR 0.0031 0.0032 0.0001 2.6% 0.0000
Volume 9 17 8 88.9% 160
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9612 0.9588 0.9514
R3 0.9577 0.9553 0.9505
R2 0.9542 0.9542 0.9501
R1 0.9518 0.9518 0.9498 0.9513
PP 0.9507 0.9507 0.9507 0.9504
S1 0.9483 0.9483 0.9492 0.9478
S2 0.9472 0.9472 0.9489
S3 0.9437 0.9448 0.9485
S4 0.9402 0.9413 0.9476
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% 0.0023 0.2% 47% False False 22
10 0.9549 0.9450 0.0099 1.0% 0.0017 0.2% 45% False False 38
20 0.9579 0.9450 0.0129 1.4% 0.0018 0.2% 35% False False 31
40 0.9678 0.9450 0.0228 2.4% 0.0015 0.2% 20% False False 22
60 0.9726 0.9413 0.0313 3.3% 0.0015 0.2% 26% False False 21
80 0.9726 0.9400 0.0326 3.4% 0.0016 0.2% 29% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9679
2.618 0.9622
1.618 0.9587
1.000 0.9565
0.618 0.9552
HIGH 0.9530
0.618 0.9517
0.500 0.9513
0.382 0.9508
LOW 0.9495
0.618 0.9473
1.000 0.9460
1.618 0.9438
2.618 0.9403
4.250 0.9346
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 0.9513 0.9520
PP 0.9507 0.9512
S1 0.9501 0.9503

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

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