CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9602 0.9583 -0.0019 -0.2% 0.9552
High 0.9644 0.9610 -0.0034 -0.4% 0.9644
Low 0.9567 0.9580 0.0013 0.1% 0.9552
Close 0.9644 0.9580 -0.0064 -0.7% 0.9580
Range 0.0077 0.0030 -0.0047 -61.0% 0.0092
ATR 0.0049 0.0050 0.0001 2.2% 0.0000
Volume 87 6 -81 -93.1% 98
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9680 0.9660 0.9597
R3 0.9650 0.9630 0.9588
R2 0.9620 0.9620 0.9586
R1 0.9600 0.9600 0.9583 0.9595
PP 0.9590 0.9590 0.9590 0.9588
S1 0.9570 0.9570 0.9577 0.9565
S2 0.9560 0.9560 0.9575
S3 0.9530 0.9540 0.9572
S4 0.9500 0.9510 0.9564
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9868 0.9816 0.9631
R3 0.9776 0.9724 0.9605
R2 0.9684 0.9684 0.9597
R1 0.9632 0.9632 0.9588 0.9658
PP 0.9592 0.9592 0.9592 0.9605
S1 0.9540 0.9540 0.9572 0.9566
S2 0.9500 0.9500 0.9563
S3 0.9408 0.9448 0.9555
S4 0.9316 0.9356 0.9529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9644 0.9552 0.0092 1.0% 0.0031 0.3% 30% False False 19
10 0.9725 0.9552 0.0173 1.8% 0.0025 0.3% 16% False False 12
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9738
2.618 0.9689
1.618 0.9659
1.000 0.9640
0.618 0.9629
HIGH 0.9610
0.618 0.9599
0.500 0.9595
0.382 0.9591
LOW 0.9580
0.618 0.9561
1.000 0.9550
1.618 0.9531
2.618 0.9501
4.250 0.9453
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9595 0.9606
PP 0.9590 0.9597
S1 0.9585 0.9589

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

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