CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 0.9405 0.9421 0.0016 0.2% 0.9446
High 0.9405 0.9423 0.0018 0.2% 0.9466
Low 0.9360 0.9398 0.0038 0.4% 0.9360
Close 0.9395 0.9416 0.0021 0.2% 0.9395
Range 0.0045 0.0025 -0.0020 -44.4% 0.0106
ATR 0.0051 0.0050 -0.0002 -3.3% 0.0000
Volume 46 186 140 304.3% 339
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9487 0.9477 0.9430
R3 0.9462 0.9452 0.9423
R2 0.9437 0.9437 0.9421
R1 0.9427 0.9427 0.9418 0.9420
PP 0.9412 0.9412 0.9412 0.9409
S1 0.9402 0.9402 0.9414 0.9395
S2 0.9387 0.9387 0.9411
S3 0.9362 0.9377 0.9409
S4 0.9337 0.9352 0.9402
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9725 0.9666 0.9453
R3 0.9619 0.9560 0.9424
R2 0.9513 0.9513 0.9414
R1 0.9454 0.9454 0.9405 0.9431
PP 0.9407 0.9407 0.9407 0.9395
S1 0.9348 0.9348 0.9385 0.9325
S2 0.9301 0.9301 0.9376
S3 0.9195 0.9242 0.9366
S4 0.9089 0.9136 0.9337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9466 0.9360 0.0106 1.1% 0.0037 0.4% 53% False False 105
10 0.9494 0.9360 0.0134 1.4% 0.0035 0.4% 42% False False 97
20 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 13% False False 55
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9529
2.618 0.9488
1.618 0.9463
1.000 0.9448
0.618 0.9438
HIGH 0.9423
0.618 0.9413
0.500 0.9411
0.382 0.9408
LOW 0.9398
0.618 0.9383
1.000 0.9373
1.618 0.9358
2.618 0.9333
4.250 0.9292
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 0.9414 0.9414
PP 0.9412 0.9411
S1 0.9411 0.9409

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

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