CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 0.9607 0.9586 -0.0021 -0.2% 0.9657
High 0.9609 0.9603 -0.0006 -0.1% 0.9700
Low 0.9572 0.9560 -0.0012 -0.1% 0.9619
Close 0.9584 0.9582 -0.0002 0.0% 0.9671
Range 0.0037 0.0043 0.0006 16.2% 0.0081
ATR 0.0040 0.0040 0.0000 0.5% 0.0000
Volume 308 244 -64 -20.8% 606
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9711 0.9689 0.9606
R3 0.9668 0.9646 0.9594
R2 0.9625 0.9625 0.9590
R1 0.9603 0.9603 0.9586 0.9593
PP 0.9582 0.9582 0.9582 0.9576
S1 0.9560 0.9560 0.9578 0.9550
S2 0.9539 0.9539 0.9574
S3 0.9496 0.9517 0.9570
S4 0.9453 0.9474 0.9558
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9906 0.9870 0.9716
R3 0.9825 0.9789 0.9693
R2 0.9744 0.9744 0.9686
R1 0.9708 0.9708 0.9678 0.9726
PP 0.9663 0.9663 0.9663 0.9673
S1 0.9627 0.9627 0.9664 0.9645
S2 0.9582 0.9582 0.9656
S3 0.9501 0.9546 0.9649
S4 0.9420 0.9465 0.9626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9675 0.9560 0.0115 1.2% 0.0042 0.4% 19% False True 230
10 0.9700 0.9560 0.0140 1.5% 0.0036 0.4% 16% False True 169
20 0.9775 0.9560 0.0215 2.2% 0.0038 0.4% 10% False True 141
40 0.9775 0.9420 0.0355 3.7% 0.0038 0.4% 46% False False 117
60 0.9775 0.9420 0.0355 3.7% 0.0035 0.4% 46% False False 99
80 0.9775 0.9360 0.0415 4.3% 0.0036 0.4% 53% False False 91
100 0.9777 0.9360 0.0417 4.4% 0.0034 0.4% 53% False False 75
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9786
2.618 0.9716
1.618 0.9673
1.000 0.9646
0.618 0.9630
HIGH 0.9603
0.618 0.9587
0.500 0.9582
0.382 0.9576
LOW 0.9560
0.618 0.9533
1.000 0.9517
1.618 0.9490
2.618 0.9447
4.250 0.9377
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 0.9582 0.9609
PP 0.9582 0.9600
S1 0.9582 0.9591

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

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