CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 0.9370 0.9369 -0.0001 0.0% 0.9475
High 0.9381 0.9375 -0.0006 -0.1% 0.9478
Low 0.9345 0.9316 -0.0029 -0.3% 0.9385
Close 0.9365 0.9336 -0.0029 -0.3% 0.9386
Range 0.0036 0.0059 0.0023 63.9% 0.0093
ATR 0.0045 0.0046 0.0001 2.1% 0.0000
Volume 3,579 6,906 3,327 93.0% 5,693
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9519 0.9487 0.9368
R3 0.9460 0.9428 0.9352
R2 0.9401 0.9401 0.9347
R1 0.9369 0.9369 0.9341 0.9356
PP 0.9342 0.9342 0.9342 0.9336
S1 0.9310 0.9310 0.9331 0.9297
S2 0.9283 0.9283 0.9325
S3 0.9224 0.9251 0.9320
S4 0.9165 0.9192 0.9304
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9695 0.9634 0.9437
R3 0.9602 0.9541 0.9412
R2 0.9509 0.9509 0.9403
R1 0.9448 0.9448 0.9395 0.9432
PP 0.9416 0.9416 0.9416 0.9409
S1 0.9355 0.9355 0.9377 0.9339
S2 0.9323 0.9323 0.9369
S3 0.9230 0.9262 0.9360
S4 0.9137 0.9169 0.9335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9466 0.9316 0.0150 1.6% 0.0049 0.5% 13% False True 2,960
10 0.9560 0.9316 0.0244 2.6% 0.0049 0.5% 8% False True 1,940
20 0.9576 0.9316 0.0260 2.8% 0.0046 0.5% 8% False True 1,133
40 0.9700 0.9316 0.0384 4.1% 0.0044 0.5% 5% False True 717
60 0.9775 0.9316 0.0459 4.9% 0.0042 0.4% 4% False True 531
80 0.9775 0.9316 0.0459 4.9% 0.0041 0.4% 4% False True 411
100 0.9775 0.9316 0.0459 4.9% 0.0038 0.4% 4% False True 341
120 0.9777 0.9316 0.0461 4.9% 0.0038 0.4% 4% False True 295
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9626
2.618 0.9529
1.618 0.9470
1.000 0.9434
0.618 0.9411
HIGH 0.9375
0.618 0.9352
0.500 0.9346
0.382 0.9339
LOW 0.9316
0.618 0.9280
1.000 0.9257
1.618 0.9221
2.618 0.9162
4.250 0.9065
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 0.9346 0.9356
PP 0.9342 0.9349
S1 0.9339 0.9343

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

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