CME Canadian Dollar Future March 2014


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 0.9554 0.9539 -0.0015 -0.2% 0.9677
High 0.9554 0.9549 -0.0005 -0.1% 0.9700
Low 0.9538 0.9518 -0.0020 -0.2% 0.9526
Close 0.9543 0.9526 -0.0017 -0.2% 0.9534
Range 0.0016 0.0031 0.0015 93.8% 0.0174
ATR 0.0043 0.0042 -0.0001 -1.9% 0.0000
Volume 473 291 -182 -38.5% 1,605
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9624 0.9606 0.9543
R3 0.9593 0.9575 0.9535
R2 0.9562 0.9562 0.9532
R1 0.9544 0.9544 0.9529 0.9538
PP 0.9531 0.9531 0.9531 0.9528
S1 0.9513 0.9513 0.9523 0.9507
S2 0.9500 0.9500 0.9520
S3 0.9469 0.9482 0.9517
S4 0.9438 0.9451 0.9509
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0109 0.9995 0.9630
R3 0.9935 0.9821 0.9582
R2 0.9761 0.9761 0.9566
R1 0.9647 0.9647 0.9550 0.9617
PP 0.9587 0.9587 0.9587 0.9572
S1 0.9473 0.9473 0.9518 0.9443
S2 0.9413 0.9413 0.9502
S3 0.9239 0.9299 0.9486
S4 0.9065 0.9125 0.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9689 0.9518 0.0171 1.8% 0.0051 0.5% 5% False True 419
10 0.9700 0.9518 0.0182 1.9% 0.0042 0.4% 4% False True 342
20 0.9700 0.9518 0.0182 1.9% 0.0040 0.4% 4% False True 278
40 0.9775 0.9455 0.0320 3.4% 0.0041 0.4% 22% False False 206
60 0.9775 0.9420 0.0355 3.7% 0.0038 0.4% 30% False False 162
80 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 30% False False 129
100 0.9777 0.9360 0.0417 4.4% 0.0035 0.4% 40% False False 114
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9681
2.618 0.9630
1.618 0.9599
1.000 0.9580
0.618 0.9568
HIGH 0.9549
0.618 0.9537
0.500 0.9534
0.382 0.9530
LOW 0.9518
0.618 0.9499
1.000 0.9487
1.618 0.9468
2.618 0.9437
4.250 0.9386
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 0.9534 0.9542
PP 0.9531 0.9536
S1 0.9529 0.9531

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

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