CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 0.9530 0.9515 -0.0015 -0.2% 0.9490
High 0.9530 0.9522 -0.0008 -0.1% 0.9520
Low 0.9495 0.9513 0.0018 0.2% 0.9450
Close 0.9495 0.9513 0.0018 0.2% 0.9520
Range 0.0035 0.0009 -0.0026 -74.3% 0.0070
ATR 0.0032 0.0031 0.0000 -1.1% 0.0000
Volume 17 19 2 11.8% 160
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9543 0.9537 0.9518
R3 0.9534 0.9528 0.9515
R2 0.9525 0.9525 0.9515
R1 0.9519 0.9519 0.9514 0.9518
PP 0.9516 0.9516 0.9516 0.9515
S1 0.9510 0.9510 0.9512 0.9509
S2 0.9507 0.9507 0.9511
S3 0.9498 0.9501 0.9511
S4 0.9489 0.9492 0.9508
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% 0.0022 0.2% 66% False False 19
10 0.9545 0.9450 0.0095 1.0% 0.0018 0.2% 66% False False 27
20 0.9551 0.9450 0.0101 1.1% 0.0018 0.2% 62% False False 32
40 0.9678 0.9450 0.0228 2.4% 0.0015 0.2% 28% False False 23
60 0.9726 0.9413 0.0313 3.3% 0.0015 0.2% 32% False False 21
80 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 35% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9560
2.618 0.9546
1.618 0.9537
1.000 0.9531
0.618 0.9528
HIGH 0.9522
0.618 0.9519
0.500 0.9518
0.382 0.9516
LOW 0.9513
0.618 0.9507
1.000 0.9504
1.618 0.9498
2.618 0.9489
4.250 0.9475
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 0.9518 0.9520
PP 0.9516 0.9518
S1 0.9515 0.9515

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

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