CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 0.9421 0.9441 0.0020 0.2% 0.9446
High 0.9423 0.9452 0.0029 0.3% 0.9466
Low 0.9398 0.9436 0.0038 0.4% 0.9360
Close 0.9416 0.9442 0.0026 0.3% 0.9395
Range 0.0025 0.0016 -0.0009 -36.0% 0.0106
ATR 0.0050 0.0049 -0.0001 -2.0% 0.0000
Volume 186 79 -107 -57.5% 339
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9491 0.9483 0.9451
R3 0.9475 0.9467 0.9446
R2 0.9459 0.9459 0.9445
R1 0.9451 0.9451 0.9443 0.9455
PP 0.9443 0.9443 0.9443 0.9446
S1 0.9435 0.9435 0.9441 0.9439
S2 0.9427 0.9427 0.9439
S3 0.9411 0.9419 0.9438
S4 0.9395 0.9403 0.9433
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 0.9457 0.9360 0.0097 1.0% 0.0036 0.4% 85% False False 82
10 0.9494 0.9360 0.0134 1.4% 0.0031 0.3% 61% False False 96
20 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 20% False False 57
40 0.9823 0.9360 0.0463 4.9% 0.0030 0.3% 18% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9520
2.618 0.9494
1.618 0.9478
1.000 0.9468
0.618 0.9462
HIGH 0.9452
0.618 0.9446
0.500 0.9444
0.382 0.9442
LOW 0.9436
0.618 0.9426
1.000 0.9420
1.618 0.9410
2.618 0.9394
4.250 0.9368
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 0.9444 0.9430
PP 0.9443 0.9418
S1 0.9443 0.9406

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

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