CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 0.9450 0.9435 -0.0015 -0.2% 0.9545
High 0.9450 0.9435 -0.0015 -0.2% 0.9545
Low 0.9427 0.9385 -0.0042 -0.4% 0.9425
Close 0.9435 0.9389 -0.0046 -0.5% 0.9448
Range 0.0023 0.0050 0.0027 117.4% 0.0120
ATR 0.0033 0.0034 0.0001 3.8% 0.0000
Volume 38 31 -7 -18.4% 69
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9553 0.9521 0.9417
R3 0.9503 0.9471 0.9403
R2 0.9453 0.9453 0.9398
R1 0.9421 0.9421 0.9394 0.9412
PP 0.9403 0.9403 0.9403 0.9399
S1 0.9371 0.9371 0.9384 0.9362
S2 0.9353 0.9353 0.9380
S3 0.9303 0.9321 0.9375
S4 0.9253 0.9271 0.9362
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 0.9473 0.9385 0.0088 0.9% 0.0030 0.3% 5% False True 38
10 0.9545 0.9385 0.0160 1.7% 0.0026 0.3% 3% False True 29
20 0.9551 0.9385 0.0166 1.8% 0.0021 0.2% 2% False True 35
40 0.9678 0.9385 0.0293 3.1% 0.0018 0.2% 1% False True 24
60 0.9726 0.9385 0.0341 3.6% 0.0017 0.2% 1% False True 24
80 0.9726 0.9385 0.0341 3.6% 0.0016 0.2% 1% False True 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9648
2.618 0.9566
1.618 0.9516
1.000 0.9485
0.618 0.9466
HIGH 0.9435
0.618 0.9416
0.500 0.9410
0.382 0.9404
LOW 0.9385
0.618 0.9354
1.000 0.9335
1.618 0.9304
2.618 0.9254
4.250 0.9173
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 0.9410 0.9418
PP 0.9403 0.9408
S1 0.9396 0.9399

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

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