CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 0.9451 0.9485 0.0034 0.4% 0.9777
High 0.9464 0.9494 0.0030 0.3% 0.9777
Low 0.9437 0.9477 0.0040 0.4% 0.9479
Close 0.9449 0.9477 0.0028 0.3% 0.9500
Range 0.0027 0.0017 -0.0010 -37.0% 0.0298
ATR 0.0052 0.0051 0.0000 -0.9% 0.0000
Volume 125 47 -78 -62.4% 76
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9534 0.9522 0.9486
R3 0.9517 0.9505 0.9482
R2 0.9500 0.9500 0.9480
R1 0.9488 0.9488 0.9479 0.9486
PP 0.9483 0.9483 0.9483 0.9481
S1 0.9471 0.9471 0.9475 0.9469
S2 0.9466 0.9466 0.9474
S3 0.9449 0.9454 0.9472
S4 0.9432 0.9437 0.9468
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 0.9663 0.9431 0.0232 2.4% 0.0046 0.5% 20% False False 63
10 0.9777 0.9431 0.0346 3.7% 0.0037 0.4% 13% False False 35
20 0.9777 0.9431 0.0346 3.7% 0.0038 0.4% 13% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9566
2.618 0.9539
1.618 0.9522
1.000 0.9511
0.618 0.9505
HIGH 0.9494
0.618 0.9488
0.500 0.9486
0.382 0.9483
LOW 0.9477
0.618 0.9466
1.000 0.9460
1.618 0.9449
2.618 0.9432
4.250 0.9405
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 0.9486 0.9472
PP 0.9483 0.9467
S1 0.9480 0.9463

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

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