CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 0.9451 0.9416 -0.0035 -0.4% 0.9450
High 0.9451 0.9457 0.0006 0.1% 0.9494
Low 0.9400 0.9414 0.0014 0.1% 0.9419
Close 0.9429 0.9450 0.0021 0.2% 0.9464
Range 0.0051 0.0043 -0.0008 -15.7% 0.0075
ATR 0.0049 0.0048 0.0000 -0.9% 0.0000
Volume 35 67 32 91.4% 454
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9569 0.9553 0.9474
R3 0.9526 0.9510 0.9462
R2 0.9483 0.9483 0.9458
R1 0.9467 0.9467 0.9454 0.9475
PP 0.9440 0.9440 0.9440 0.9445
S1 0.9424 0.9424 0.9446 0.9432
S2 0.9397 0.9397 0.9442
S3 0.9354 0.9381 0.9438
S4 0.9311 0.9338 0.9426
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 0.9492 0.9400 0.0092 1.0% 0.0036 0.4% 54% False False 95
10 0.9663 0.9400 0.0263 2.8% 0.0041 0.4% 19% False False 79
20 0.9777 0.9400 0.0377 4.0% 0.0034 0.4% 13% False False 47
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9640
2.618 0.9570
1.618 0.9527
1.000 0.9500
0.618 0.9484
HIGH 0.9457
0.618 0.9441
0.500 0.9436
0.382 0.9430
LOW 0.9414
0.618 0.9387
1.000 0.9371
1.618 0.9344
2.618 0.9301
4.250 0.9231
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 0.9445 0.9444
PP 0.9440 0.9439
S1 0.9436 0.9433

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

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