CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 0.9725 0.9663 -0.0062 -0.6% 0.9756
High 0.9748 0.9663 -0.0085 -0.9% 0.9767
Low 0.9659 0.9559 -0.0100 -1.0% 0.9727
Close 0.9659 0.9559 -0.0100 -1.0% 0.9767
Range 0.0089 0.0104 0.0015 16.9% 0.0040
ATR 0.0046 0.0050 0.0004 9.1% 0.0000
Volume 12 18 6 50.0% 59
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9906 0.9836 0.9616
R3 0.9802 0.9732 0.9588
R2 0.9698 0.9698 0.9578
R1 0.9628 0.9628 0.9569 0.9611
PP 0.9594 0.9594 0.9594 0.9585
S1 0.9524 0.9524 0.9549 0.9507
S2 0.9490 0.9490 0.9540
S3 0.9386 0.9420 0.9530
S4 0.9282 0.9316 0.9502
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 0.9559 0.0218 2.3% 0.0049 0.5% 0% False True 10
10 0.9777 0.9559 0.0218 2.3% 0.0027 0.3% 0% False True 15
20 0.9777 0.9552 0.0225 2.4% 0.0034 0.4% 3% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 0.9935
1.618 0.9831
1.000 0.9767
0.618 0.9727
HIGH 0.9663
0.618 0.9623
0.500 0.9611
0.382 0.9599
LOW 0.9559
0.618 0.9495
1.000 0.9455
1.618 0.9391
2.618 0.9287
4.250 0.9117
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 0.9611 0.9656
PP 0.9594 0.9624
S1 0.9576 0.9591

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

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