CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 0.9513 0.9450 -0.0063 -0.7% 0.9518
High 0.9513 0.9470 -0.0043 -0.5% 0.9527
Low 0.9495 0.9438 -0.0057 -0.6% 0.9438
Close 0.9498 0.9459 -0.0039 -0.4% 0.9459
Range 0.0018 0.0032 0.0014 77.8% 0.0089
ATR
Volume 5 5 0 0.0% 14
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9552 0.9537 0.9477
R3 0.9520 0.9505 0.9468
R2 0.9488 0.9488 0.9465
R1 0.9473 0.9473 0.9462 0.9481
PP 0.9456 0.9456 0.9456 0.9459
S1 0.9441 0.9441 0.9456 0.9449
S2 0.9424 0.9424 0.9453
S3 0.9392 0.9409 0.9450
S4 0.9360 0.9377 0.9441
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9742 0.9689 0.9508
R3 0.9653 0.9600 0.9483
R2 0.9564 0.9564 0.9475
R1 0.9511 0.9511 0.9467 0.9493
PP 0.9475 0.9475 0.9475 0.9466
S1 0.9422 0.9422 0.9451 0.9404
S2 0.9386 0.9386 0.9443
S3 0.9297 0.9333 0.9435
S4 0.9208 0.9244 0.9410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9527 0.9438 0.0089 0.9% 0.0015 0.2% 24% False True 2
10 0.9527 0.9438 0.0089 0.9% 0.0011 0.1% 24% False True 4
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 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9606
2.618 0.9554
1.618 0.9522
1.000 0.9502
0.618 0.9490
HIGH 0.9470
0.618 0.9458
0.500 0.9454
0.382 0.9450
LOW 0.9438
0.618 0.9418
1.000 0.9406
1.618 0.9386
2.618 0.9354
4.250 0.9302
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 0.9457 0.9483
PP 0.9456 0.9475
S1 0.9454 0.9467

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

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