CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 0.9515 0.9473 -0.0042 -0.4% 0.9490
High 0.9522 0.9473 -0.0049 -0.5% 0.9520
Low 0.9513 0.9450 -0.0063 -0.7% 0.9450
Close 0.9513 0.9450 -0.0063 -0.7% 0.9520
Range 0.0009 0.0023 0.0014 155.6% 0.0070
ATR 0.0031 0.0034 0.0002 7.2% 0.0000
Volume 19 11 -8 -42.1% 160
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9527 0.9511 0.9463
R3 0.9504 0.9488 0.9456
R2 0.9481 0.9481 0.9454
R1 0.9465 0.9465 0.9452 0.9462
PP 0.9458 0.9458 0.9458 0.9456
S1 0.9442 0.9442 0.9448 0.9439
S2 0.9435 0.9435 0.9446
S3 0.9412 0.9419 0.9444
S4 0.9389 0.9396 0.9437
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% 0.0017 0.2% 0% False True 20
10 0.9545 0.9450 0.0095 1.0% 0.0019 0.2% 0% False True 23
20 0.9551 0.9450 0.0101 1.1% 0.0018 0.2% 0% False True 32
40 0.9678 0.9450 0.0228 2.4% 0.0015 0.2% 0% False True 23
60 0.9726 0.9413 0.0313 3.3% 0.0015 0.2% 12% False False 21
80 0.9726 0.9400 0.0326 3.4% 0.0016 0.2% 15% False False 24
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9571
2.618 0.9533
1.618 0.9510
1.000 0.9496
0.618 0.9487
HIGH 0.9473
0.618 0.9464
0.500 0.9462
0.382 0.9459
LOW 0.9450
0.618 0.9436
1.000 0.9427
1.618 0.9413
2.618 0.9390
4.250 0.9352
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9462 0.9490
PP 0.9458 0.9477
S1 0.9454 0.9463

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

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