CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 0.9450 0.9451 0.0001 0.0% 0.9777
High 0.9490 0.9464 -0.0026 -0.3% 0.9777
Low 0.9431 0.9437 0.0006 0.1% 0.9479
Close 0.9472 0.9449 -0.0023 -0.2% 0.9500
Range 0.0059 0.0027 -0.0032 -54.2% 0.0298
ATR 0.0053 0.0052 -0.0001 -2.4% 0.0000
Volume 96 125 29 30.2% 76
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9531 0.9517 0.9464
R3 0.9504 0.9490 0.9456
R2 0.9477 0.9477 0.9454
R1 0.9463 0.9463 0.9451 0.9457
PP 0.9450 0.9450 0.9450 0.9447
S1 0.9436 0.9436 0.9447 0.9430
S2 0.9423 0.9423 0.9444
S3 0.9396 0.9409 0.9442
S4 0.9369 0.9382 0.9434
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 0.9748 0.9431 0.0317 3.4% 0.0060 0.6% 6% False False 56
10 0.9777 0.9431 0.0346 3.7% 0.0035 0.4% 5% False False 31
20 0.9777 0.9431 0.0346 3.7% 0.0037 0.4% 5% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9579
2.618 0.9535
1.618 0.9508
1.000 0.9491
0.618 0.9481
HIGH 0.9464
0.618 0.9454
0.500 0.9451
0.382 0.9447
LOW 0.9437
0.618 0.9420
1.000 0.9410
1.618 0.9393
2.618 0.9366
4.250 0.9322
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 0.9451 0.9466
PP 0.9450 0.9460
S1 0.9450 0.9455

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

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