CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 0.9663 0.9493 -0.0170 -1.8% 0.9777
High 0.9663 0.9500 -0.0163 -1.7% 0.9777
Low 0.9559 0.9479 -0.0080 -0.8% 0.9479
Close 0.9559 0.9500 -0.0059 -0.6% 0.9500
Range 0.0104 0.0021 -0.0083 -79.8% 0.0298
ATR 0.0050 0.0052 0.0002 4.3% 0.0000
Volume 18 31 13 72.2% 76
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9556 0.9549 0.9512
R3 0.9535 0.9528 0.9506
R2 0.9514 0.9514 0.9504
R1 0.9507 0.9507 0.9502 0.9511
PP 0.9493 0.9493 0.9493 0.9495
S1 0.9486 0.9486 0.9498 0.9490
S2 0.9472 0.9472 0.9496
S3 0.9451 0.9465 0.9494
S4 0.9430 0.9444 0.9488
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0479 1.0288 0.9664
R3 1.0181 0.9990 0.9582
R2 0.9883 0.9883 0.9555
R1 0.9692 0.9692 0.9527 0.9639
PP 0.9585 0.9585 0.9585 0.9559
S1 0.9394 0.9394 0.9473 0.9341
S2 0.9287 0.9287 0.9445
S3 0.8989 0.9096 0.9418
S4 0.8691 0.8798 0.9336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9777 0.9479 0.0298 3.1% 0.0053 0.6% 7% False True 15
10 0.9777 0.9479 0.0298 3.1% 0.0028 0.3% 7% False True 13
20 0.9777 0.9479 0.0298 3.1% 0.0035 0.4% 7% False True 16
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9589
2.618 0.9555
1.618 0.9534
1.000 0.9521
0.618 0.9513
HIGH 0.9500
0.618 0.9492
0.500 0.9490
0.382 0.9487
LOW 0.9479
0.618 0.9466
1.000 0.9458
1.618 0.9445
2.618 0.9424
4.250 0.9390
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 0.9497 0.9614
PP 0.9493 0.9576
S1 0.9490 0.9538

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

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