CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 0.9446 0.9451 0.0005 0.1% 0.9450
High 0.9466 0.9451 -0.0015 -0.2% 0.9494
Low 0.9446 0.9400 -0.0046 -0.5% 0.9419
Close 0.9464 0.9429 -0.0035 -0.4% 0.9464
Range 0.0020 0.0051 0.0031 155.0% 0.0075
ATR 0.0048 0.0049 0.0001 2.4% 0.0000
Volume 191 35 -156 -81.7% 454
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9580 0.9555 0.9457
R3 0.9529 0.9504 0.9443
R2 0.9478 0.9478 0.9438
R1 0.9453 0.9453 0.9434 0.9440
PP 0.9427 0.9427 0.9427 0.9420
S1 0.9402 0.9402 0.9424 0.9389
S2 0.9376 0.9376 0.9420
S3 0.9325 0.9351 0.9415
S4 0.9274 0.9300 0.9401
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9684 0.9649 0.9505
R3 0.9609 0.9574 0.9485
R2 0.9534 0.9534 0.9478
R1 0.9499 0.9499 0.9471 0.9517
PP 0.9459 0.9459 0.9459 0.9468
S1 0.9424 0.9424 0.9457 0.9442
S2 0.9384 0.9384 0.9450
S3 0.9309 0.9349 0.9443
S4 0.9234 0.9274 0.9423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9494 0.9400 0.0094 1.0% 0.0031 0.3% 31% False True 91
10 0.9748 0.9400 0.0348 3.7% 0.0045 0.5% 8% False True 74
20 0.9777 0.9400 0.0377 4.0% 0.0033 0.4% 8% False True 44
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9668
2.618 0.9585
1.618 0.9534
1.000 0.9502
0.618 0.9483
HIGH 0.9451
0.618 0.9432
0.500 0.9426
0.382 0.9419
LOW 0.9400
0.618 0.9368
1.000 0.9349
1.618 0.9317
2.618 0.9266
4.250 0.9183
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 0.9428 0.9438
PP 0.9427 0.9435
S1 0.9426 0.9432

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

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