CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 0.9777 0.9749 -0.0028 -0.3% 0.9756
High 0.9777 0.9753 -0.0024 -0.2% 0.9767
Low 0.9740 0.9737 -0.0003 0.0% 0.9727
Close 0.9740 0.9737 -0.0003 0.0% 0.9767
Range 0.0037 0.0016 -0.0021 -56.8% 0.0040
ATR 0.0044 0.0042 -0.0002 -4.6% 0.0000
Volume 9 6 -3 -33.3% 59
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9790 0.9780 0.9746
R3 0.9774 0.9764 0.9741
R2 0.9758 0.9758 0.9740
R1 0.9748 0.9748 0.9738 0.9745
PP 0.9742 0.9742 0.9742 0.9741
S1 0.9732 0.9732 0.9736 0.9729
S2 0.9726 0.9726 0.9734
S3 0.9710 0.9716 0.9733
S4 0.9694 0.9700 0.9728
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9874 0.9860 0.9789
R3 0.9834 0.9820 0.9778
R2 0.9794 0.9794 0.9774
R1 0.9780 0.9780 0.9771 0.9787
PP 0.9754 0.9754 0.9754 0.9757
S1 0.9740 0.9740 0.9763 0.9747
S2 0.9714 0.9714 0.9760
S3 0.9674 0.9700 0.9756
S4 0.9634 0.9660 0.9745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9777 0.9727 0.0050 0.5% 0.0011 0.1% 20% False False 6
10 0.9777 0.9582 0.0195 2.0% 0.0022 0.2% 79% False False 15
20 0.9777 0.9552 0.0225 2.3% 0.0025 0.3% 82% False False 14
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9821
2.618 0.9795
1.618 0.9779
1.000 0.9769
0.618 0.9763
HIGH 0.9753
0.618 0.9747
0.500 0.9745
0.382 0.9743
LOW 0.9737
0.618 0.9727
1.000 0.9721
1.618 0.9711
2.618 0.9695
4.250 0.9669
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 0.9745 0.9757
PP 0.9742 0.9750
S1 0.9740 0.9744

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

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