CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 0.9473 0.9450 -0.0023 -0.2% 0.9545
High 0.9473 0.9450 -0.0023 -0.2% 0.9545
Low 0.9450 0.9425 -0.0025 -0.3% 0.9425
Close 0.9450 0.9448 -0.0002 0.0% 0.9448
Range 0.0023 0.0025 0.0002 8.7% 0.0120
ATR 0.0034 0.0033 -0.0001 -1.8% 0.0000
Volume 11 13 2 18.2% 69
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9516 0.9507 0.9462
R3 0.9491 0.9482 0.9455
R2 0.9466 0.9466 0.9453
R1 0.9457 0.9457 0.9450 0.9449
PP 0.9441 0.9441 0.9441 0.9437
S1 0.9432 0.9432 0.9446 0.9424
S2 0.9416 0.9416 0.9443
S3 0.9391 0.9407 0.9441
S4 0.9366 0.9382 0.9434
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9833 0.9760 0.9514
R3 0.9713 0.9640 0.9481
R2 0.9593 0.9593 0.9470
R1 0.9520 0.9520 0.9459 0.9497
PP 0.9473 0.9473 0.9473 0.9461
S1 0.9400 0.9400 0.9437 0.9377
S2 0.9353 0.9353 0.9426
S3 0.9233 0.9280 0.9415
S4 0.9113 0.9160 0.9382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9545 0.9425 0.0120 1.3% 0.0021 0.2% 19% False True 13
10 0.9545 0.9425 0.0120 1.3% 0.0019 0.2% 19% False True 22
20 0.9551 0.9425 0.0126 1.3% 0.0019 0.2% 18% False True 31
40 0.9678 0.9425 0.0253 2.7% 0.0016 0.2% 9% False True 23
60 0.9726 0.9413 0.0313 3.3% 0.0016 0.2% 11% False False 21
80 0.9726 0.9400 0.0326 3.5% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9556
2.618 0.9515
1.618 0.9490
1.000 0.9475
0.618 0.9465
HIGH 0.9450
0.618 0.9440
0.500 0.9438
0.382 0.9435
LOW 0.9425
0.618 0.9410
1.000 0.9400
1.618 0.9385
2.618 0.9360
4.250 0.9319
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 0.9445 0.9474
PP 0.9441 0.9465
S1 0.9438 0.9457

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

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