CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 0.9493 0.9450 -0.0043 -0.5% 0.9777
High 0.9500 0.9490 -0.0010 -0.1% 0.9777
Low 0.9479 0.9431 -0.0048 -0.5% 0.9479
Close 0.9500 0.9472 -0.0028 -0.3% 0.9500
Range 0.0021 0.0059 0.0038 181.0% 0.0298
ATR 0.0052 0.0053 0.0001 2.3% 0.0000
Volume 31 96 65 209.7% 76
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9641 0.9616 0.9504
R3 0.9582 0.9557 0.9488
R2 0.9523 0.9523 0.9483
R1 0.9498 0.9498 0.9477 0.9511
PP 0.9464 0.9464 0.9464 0.9471
S1 0.9439 0.9439 0.9467 0.9452
S2 0.9405 0.9405 0.9461
S3 0.9346 0.9380 0.9456
S4 0.9287 0.9321 0.9440
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 0.9753 0.9431 0.0322 3.4% 0.0058 0.6% 13% False True 32
10 0.9777 0.9431 0.0346 3.7% 0.0033 0.3% 12% False True 19
20 0.9777 0.9431 0.0346 3.7% 0.0037 0.4% 12% False True 21
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 0.9741
2.618 0.9644
1.618 0.9585
1.000 0.9549
0.618 0.9526
HIGH 0.9490
0.618 0.9467
0.500 0.9461
0.382 0.9454
LOW 0.9431
0.618 0.9395
1.000 0.9372
1.618 0.9336
2.618 0.9277
4.250 0.9180
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 0.9468 0.9547
PP 0.9464 0.9522
S1 0.9461 0.9497

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

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