CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 0.9360 0.9340 -0.0020 -0.2% 0.9440
High 0.9360 0.9351 -0.0009 -0.1% 0.9450
Low 0.9345 0.9330 -0.0015 -0.2% 0.9364
Close 0.9358 0.9344 -0.0014 -0.1% 0.9364
Range 0.0015 0.0021 0.0006 40.0% 0.0086
ATR 0.0034 0.0034 0.0000 -1.3% 0.0000
Volume 62 40 -22 -35.5% 264
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9405 0.9395 0.9356
R3 0.9384 0.9374 0.9350
R2 0.9363 0.9363 0.9348
R1 0.9353 0.9353 0.9346 0.9358
PP 0.9342 0.9342 0.9342 0.9344
S1 0.9332 0.9332 0.9342 0.9337
S2 0.9321 0.9321 0.9340
S3 0.9300 0.9311 0.9338
S4 0.9279 0.9290 0.9332
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9651 0.9593 0.9411
R3 0.9565 0.9507 0.9388
R2 0.9479 0.9479 0.9380
R1 0.9421 0.9421 0.9372 0.9407
PP 0.9393 0.9393 0.9393 0.9386
S1 0.9335 0.9335 0.9356 0.9321
S2 0.9307 0.9307 0.9348
S3 0.9221 0.9249 0.9340
S4 0.9135 0.9163 0.9317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9450 0.9330 0.0120 1.3% 0.0032 0.3% 12% False True 53
10 0.9530 0.9330 0.0200 2.1% 0.0028 0.3% 7% False True 42
20 0.9549 0.9330 0.0219 2.3% 0.0022 0.2% 6% False True 40
40 0.9678 0.9330 0.0348 3.7% 0.0019 0.2% 4% False True 28
60 0.9726 0.9330 0.0396 4.2% 0.0017 0.2% 4% False True 27
80 0.9726 0.9330 0.0396 4.2% 0.0016 0.2% 4% False True 27
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9440
2.618 0.9406
1.618 0.9385
1.000 0.9372
0.618 0.9364
HIGH 0.9351
0.618 0.9343
0.500 0.9341
0.382 0.9338
LOW 0.9330
0.618 0.9317
1.000 0.9309
1.618 0.9296
2.618 0.9275
4.250 0.9241
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 0.9343 0.9373
PP 0.9342 0.9363
S1 0.9341 0.9354

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

View Archives - Comment on this page... - Back to Index of Symbols