CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 0.9651 0.9647 -0.0004 0.0% 0.9624
High 0.9668 0.9647 -0.0021 -0.2% 0.9726
Low 0.9651 0.9647 -0.0004 0.0% 0.9624
Close 0.9668 0.9647 -0.0021 -0.2% 0.9651
Range 0.0017 0.0000 -0.0017 -100.0% 0.0102
ATR 0.0034 0.0033 -0.0001 -2.7% 0.0000
Volume 1 8 7 700.0% 202
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9647 0.9647 0.9647
R3 0.9647 0.9647 0.9647
R2 0.9647 0.9647 0.9647
R1 0.9647 0.9647 0.9647 0.9647
PP 0.9647 0.9647 0.9647 0.9647
S1 0.9647 0.9647 0.9647 0.9647
S2 0.9647 0.9647 0.9647
S3 0.9647 0.9647 0.9647
S4 0.9647 0.9647 0.9647
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9973 0.9914 0.9707
R3 0.9871 0.9812 0.9679
R2 0.9769 0.9769 0.9670
R1 0.9710 0.9710 0.9660 0.9740
PP 0.9667 0.9667 0.9667 0.9682
S1 0.9608 0.9608 0.9642 0.9638
S2 0.9565 0.9565 0.9632
S3 0.9463 0.9506 0.9623
S4 0.9361 0.9404 0.9595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9726 0.9628 0.0098 1.0% 0.0030 0.3% 19% False False 23
10 0.9726 0.9601 0.0125 1.3% 0.0020 0.2% 37% False False 32
20 0.9726 0.9413 0.0313 3.2% 0.0015 0.2% 75% False False 19
40 0.9726 0.9400 0.0326 3.4% 0.0016 0.2% 76% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9647
2.618 0.9647
1.618 0.9647
1.000 0.9647
0.618 0.9647
HIGH 0.9647
0.618 0.9647
0.500 0.9647
0.382 0.9647
LOW 0.9647
0.618 0.9647
1.000 0.9647
1.618 0.9647
2.618 0.9647
4.250 0.9647
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 0.9647 0.9658
PP 0.9647 0.9654
S1 0.9647 0.9651

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

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