CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 0.9440 0.9450 0.0010 0.1% 0.9545
High 0.9440 0.9450 0.0010 0.1% 0.9545
Low 0.9410 0.9427 0.0017 0.2% 0.9425
Close 0.9425 0.9435 0.0010 0.1% 0.9448
Range 0.0030 0.0023 -0.0007 -23.3% 0.0120
ATR 0.0033 0.0033 -0.0001 -1.8% 0.0000
Volume 99 38 -61 -61.6% 69
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9506 0.9494 0.9448
R3 0.9483 0.9471 0.9441
R2 0.9460 0.9460 0.9439
R1 0.9448 0.9448 0.9437 0.9443
PP 0.9437 0.9437 0.9437 0.9435
S1 0.9425 0.9425 0.9433 0.9420
S2 0.9414 0.9414 0.9431
S3 0.9391 0.9402 0.9429
S4 0.9368 0.9379 0.9422
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 0.9522 0.9410 0.0112 1.2% 0.0022 0.2% 22% False False 36
10 0.9545 0.9410 0.0135 1.4% 0.0022 0.2% 19% False False 29
20 0.9551 0.9410 0.0141 1.5% 0.0020 0.2% 18% False False 36
40 0.9678 0.9410 0.0268 2.8% 0.0017 0.2% 9% False False 26
60 0.9726 0.9410 0.0316 3.3% 0.0016 0.2% 8% False False 24
80 0.9726 0.9400 0.0326 3.5% 0.0016 0.2% 11% False False 25
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9548
2.618 0.9510
1.618 0.9487
1.000 0.9473
0.618 0.9464
HIGH 0.9450
0.618 0.9441
0.500 0.9439
0.382 0.9436
LOW 0.9427
0.618 0.9413
1.000 0.9404
1.618 0.9390
2.618 0.9367
4.250 0.9329
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 0.9439 0.9433
PP 0.9437 0.9432
S1 0.9436 0.9430

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

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