CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 0.9319 0.9333 0.0014 0.2% 0.9340
High 0.9337 0.9361 0.0024 0.3% 0.9345
Low 0.9310 0.9332 0.0022 0.2% 0.9286
Close 0.9334 0.9360 0.0026 0.3% 0.9314
Range 0.0027 0.0029 0.0002 7.4% 0.0059
ATR 0.0028 0.0028 0.0000 0.2% 0.0000
Volume 21 10 -11 -52.4% 308
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9438 0.9428 0.9376
R3 0.9409 0.9399 0.9368
R2 0.9380 0.9380 0.9365
R1 0.9370 0.9370 0.9363 0.9375
PP 0.9351 0.9351 0.9351 0.9354
S1 0.9341 0.9341 0.9357 0.9346
S2 0.9322 0.9322 0.9355
S3 0.9293 0.9312 0.9352
S4 0.9264 0.9283 0.9344
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9492 0.9462 0.9346
R3 0.9433 0.9403 0.9330
R2 0.9374 0.9374 0.9325
R1 0.9344 0.9344 0.9319 0.9330
PP 0.9315 0.9315 0.9315 0.9308
S1 0.9285 0.9285 0.9309 0.9271
S2 0.9256 0.9256 0.9303
S3 0.9197 0.9226 0.9298
S4 0.9138 0.9167 0.9282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9361 0.9286 0.0075 0.8% 0.0021 0.2% 99% True False 56
10 0.9414 0.9286 0.0128 1.4% 0.0022 0.2% 58% False False 41
20 0.9514 0.9286 0.0228 2.4% 0.0019 0.2% 32% False False 26
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9484
2.618 0.9437
1.618 0.9408
1.000 0.9390
0.618 0.9379
HIGH 0.9361
0.618 0.9350
0.500 0.9347
0.382 0.9343
LOW 0.9332
0.618 0.9314
1.000 0.9303
1.618 0.9285
2.618 0.9256
4.250 0.9209
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 0.9356 0.9352
PP 0.9351 0.9344
S1 0.9347 0.9336

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

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