CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 0.9475 0.9446 -0.0029 -0.3% 0.9450
High 0.9475 0.9466 -0.0009 -0.1% 0.9494
Low 0.9419 0.9446 0.0027 0.3% 0.9419
Close 0.9464 0.9464 0.0000 0.0% 0.9464
Range 0.0056 0.0020 -0.0036 -64.3% 0.0075
ATR 0.0050 0.0048 -0.0002 -4.3% 0.0000
Volume 54 191 137 253.7% 454
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9519 0.9511 0.9475
R3 0.9499 0.9491 0.9470
R2 0.9479 0.9479 0.9468
R1 0.9471 0.9471 0.9466 0.9475
PP 0.9459 0.9459 0.9459 0.9461
S1 0.9451 0.9451 0.9462 0.9455
S2 0.9439 0.9439 0.9460
S3 0.9419 0.9431 0.9459
S4 0.9399 0.9411 0.9453
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9684 0.9649 0.9505
R3 0.9609 0.9574 0.9485
R2 0.9534 0.9534 0.9478
R1 0.9499 0.9499 0.9471 0.9517
PP 0.9459 0.9459 0.9459 0.9468
S1 0.9424 0.9424 0.9457 0.9442
S2 0.9384 0.9384 0.9450
S3 0.9309 0.9349 0.9443
S4 0.9234 0.9274 0.9423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9494 0.9419 0.0075 0.8% 0.0026 0.3% 60% False False 109
10 0.9753 0.9419 0.0334 3.5% 0.0042 0.4% 13% False False 71
20 0.9777 0.9419 0.0358 3.8% 0.0033 0.3% 13% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9551
2.618 0.9518
1.618 0.9498
1.000 0.9486
0.618 0.9478
HIGH 0.9466
0.618 0.9458
0.500 0.9456
0.382 0.9454
LOW 0.9446
0.618 0.9434
1.000 0.9426
1.618 0.9414
2.618 0.9394
4.250 0.9361
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 0.9461 0.9461
PP 0.9459 0.9458
S1 0.9456 0.9456

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

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