CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 0.9720 0.9756 0.0036 0.4% 0.9599
High 0.9726 0.9757 0.0031 0.3% 0.9726
Low 0.9718 0.9746 0.0028 0.3% 0.9582
Close 0.9726 0.9746 0.0020 0.2% 0.9726
Range 0.0008 0.0011 0.0003 37.5% 0.0144
ATR 0.0056 0.0055 -0.0002 -3.2% 0.0000
Volume 49 38 -11 -22.4% 99
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9783 0.9775 0.9752
R3 0.9772 0.9764 0.9749
R2 0.9761 0.9761 0.9748
R1 0.9753 0.9753 0.9747 0.9752
PP 0.9750 0.9750 0.9750 0.9749
S1 0.9742 0.9742 0.9745 0.9741
S2 0.9739 0.9739 0.9744
S3 0.9728 0.9731 0.9743
S4 0.9717 0.9720 0.9740
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0110 1.0062 0.9805
R3 0.9966 0.9918 0.9766
R2 0.9822 0.9822 0.9752
R1 0.9774 0.9774 0.9739 0.9798
PP 0.9678 0.9678 0.9678 0.9690
S1 0.9630 0.9630 0.9713 0.9654
S2 0.9534 0.9534 0.9700
S3 0.9390 0.9486 0.9686
S4 0.9246 0.9342 0.9647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9757 0.9582 0.0175 1.8% 0.0041 0.4% 94% True False 26
10 0.9757 0.9552 0.0205 2.1% 0.0041 0.4% 95% True False 23
20 0.9823 0.9552 0.0271 2.8% 0.0028 0.3% 72% False False 13
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9804
2.618 0.9786
1.618 0.9775
1.000 0.9768
0.618 0.9764
HIGH 0.9757
0.618 0.9753
0.500 0.9752
0.382 0.9750
LOW 0.9746
0.618 0.9739
1.000 0.9735
1.618 0.9728
2.618 0.9717
4.250 0.9699
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 0.9752 0.9724
PP 0.9750 0.9702
S1 0.9748 0.9680

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

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