CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 0.9525 0.9513 -0.0012 -0.1% 0.9499
High 0.9527 0.9513 -0.0014 -0.1% 0.9519
Low 0.9521 0.9495 -0.0026 -0.3% 0.9468
Close 0.9521 0.9498 -0.0023 -0.2% 0.9512
Range 0.0006 0.0018 0.0012 200.0% 0.0051
ATR
Volume 2 5 3 150.0% 31
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9556 0.9545 0.9508
R3 0.9538 0.9527 0.9503
R2 0.9520 0.9520 0.9501
R1 0.9509 0.9509 0.9500 0.9506
PP 0.9502 0.9502 0.9502 0.9500
S1 0.9491 0.9491 0.9496 0.9488
S2 0.9484 0.9484 0.9495
S3 0.9466 0.9473 0.9493
S4 0.9448 0.9455 0.9488
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9653 0.9633 0.9540
R3 0.9602 0.9582 0.9526
R2 0.9551 0.9551 0.9521
R1 0.9531 0.9531 0.9517 0.9541
PP 0.9500 0.9500 0.9500 0.9505
S1 0.9480 0.9480 0.9507 0.9490
S2 0.9449 0.9449 0.9503
S3 0.9398 0.9429 0.9498
S4 0.9347 0.9378 0.9484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9527 0.9481 0.0046 0.5% 0.0010 0.1% 37% False False 3
10 0.9527 0.9468 0.0059 0.6% 0.0010 0.1% 51% False False 5
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9590
2.618 0.9560
1.618 0.9542
1.000 0.9531
0.618 0.9524
HIGH 0.9513
0.618 0.9506
0.500 0.9504
0.382 0.9502
LOW 0.9495
0.618 0.9484
1.000 0.9477
1.618 0.9466
2.618 0.9448
4.250 0.9419
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 0.9504 0.9504
PP 0.9502 0.9502
S1 0.9500 0.9500

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

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