CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 0.9556 0.9561 0.0005 0.1% 0.9703
High 0.9577 0.9579 0.0002 0.0% 0.9728
Low 0.9555 0.9538 -0.0017 -0.2% 0.9546
Close 0.9565 0.9548 -0.0017 -0.2% 0.9555
Range 0.0022 0.0041 0.0019 86.4% 0.0182
ATR 0.0048 0.0048 -0.0001 -1.1% 0.0000
Volume 30,675 46,172 15,497 50.5% 263,914
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9678 0.9654 0.9571
R3 0.9637 0.9613 0.9559
R2 0.9596 0.9596 0.9556
R1 0.9572 0.9572 0.9552 0.9564
PP 0.9555 0.9555 0.9555 0.9551
S1 0.9531 0.9531 0.9544 0.9523
S2 0.9514 0.9514 0.9540
S3 0.9473 0.9490 0.9537
S4 0.9432 0.9449 0.9525
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0156 1.0037 0.9655
R3 0.9974 0.9855 0.9605
R2 0.9792 0.9792 0.9588
R1 0.9673 0.9673 0.9572 0.9642
PP 0.9610 0.9610 0.9610 0.9594
S1 0.9491 0.9491 0.9538 0.9460
S2 0.9428 0.9428 0.9522
S3 0.9246 0.9309 0.9505
S4 0.9064 0.9127 0.9455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9712 0.9538 0.0174 1.8% 0.0057 0.6% 6% False True 53,999
10 0.9728 0.9538 0.0190 2.0% 0.0048 0.5% 5% False True 47,195
20 0.9728 0.9538 0.0190 2.0% 0.0046 0.5% 5% False True 45,104
40 0.9799 0.9461 0.0338 3.5% 0.0049 0.5% 26% False False 41,714
60 0.9799 0.9437 0.0362 3.8% 0.0050 0.5% 31% False False 28,196
80 0.9799 0.9437 0.0362 3.8% 0.0050 0.5% 31% False False 21,228
100 0.9822 0.9390 0.0432 4.5% 0.0053 0.6% 37% False False 17,063
120 0.9880 0.9390 0.0490 5.1% 0.0056 0.6% 32% False False 14,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9753
2.618 0.9686
1.618 0.9645
1.000 0.9620
0.618 0.9604
HIGH 0.9579
0.618 0.9563
0.500 0.9559
0.382 0.9554
LOW 0.9538
0.618 0.9513
1.000 0.9497
1.618 0.9472
2.618 0.9431
4.250 0.9364
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 0.9559 0.9566
PP 0.9555 0.9560
S1 0.9552 0.9554

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

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