CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 0.9394 0.9360 -0.0034 -0.4% 0.9440
High 0.9416 0.9360 -0.0056 -0.6% 0.9450
Low 0.9364 0.9345 -0.0019 -0.2% 0.9364
Close 0.9364 0.9358 -0.0006 -0.1% 0.9364
Range 0.0052 0.0015 -0.0037 -71.2% 0.0086
ATR 0.0035 0.0034 -0.0001 -3.3% 0.0000
Volume 96 62 -34 -35.4% 264
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9399 0.9394 0.9366
R3 0.9384 0.9379 0.9362
R2 0.9369 0.9369 0.9361
R1 0.9364 0.9364 0.9359 0.9359
PP 0.9354 0.9354 0.9354 0.9352
S1 0.9349 0.9349 0.9357 0.9344
S2 0.9339 0.9339 0.9355
S3 0.9324 0.9334 0.9354
S4 0.9309 0.9319 0.9350
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9651 0.9593 0.9411
R3 0.9565 0.9507 0.9388
R2 0.9479 0.9479 0.9380
R1 0.9421 0.9421 0.9372 0.9407
PP 0.9393 0.9393 0.9393 0.9386
S1 0.9335 0.9335 0.9356 0.9321
S2 0.9307 0.9307 0.9348
S3 0.9221 0.9249 0.9340
S4 0.9135 0.9163 0.9317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9450 0.9345 0.0105 1.1% 0.0034 0.4% 12% False True 65
10 0.9545 0.9345 0.0200 2.1% 0.0027 0.3% 7% False True 39
20 0.9551 0.9345 0.0206 2.2% 0.0022 0.2% 6% False True 40
40 0.9678 0.9345 0.0333 3.6% 0.0019 0.2% 4% False True 28
60 0.9726 0.9345 0.0381 4.1% 0.0017 0.2% 3% False True 27
80 0.9726 0.9345 0.0381 4.1% 0.0016 0.2% 3% False True 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9424
2.618 0.9399
1.618 0.9384
1.000 0.9375
0.618 0.9369
HIGH 0.9360
0.618 0.9354
0.500 0.9353
0.382 0.9351
LOW 0.9345
0.618 0.9336
1.000 0.9330
1.618 0.9321
2.618 0.9306
4.250 0.9281
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 0.9356 0.9390
PP 0.9354 0.9379
S1 0.9353 0.9369

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

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