CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 0.9585 0.9558 -0.0027 -0.3% 0.9421
High 0.9585 0.9558 -0.0027 -0.3% 0.9620
Low 0.9566 0.9542 -0.0024 -0.3% 0.9398
Close 0.9566 0.9542 -0.0024 -0.3% 0.9566
Range 0.0019 0.0016 -0.0003 -15.8% 0.0222
ATR 0.0055 0.0053 -0.0002 -4.0% 0.0000
Volume 63 7 -56 -88.9% 392
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9595 0.9585 0.9551
R3 0.9579 0.9569 0.9546
R2 0.9563 0.9563 0.9545
R1 0.9553 0.9553 0.9543 0.9550
PP 0.9547 0.9547 0.9547 0.9546
S1 0.9537 0.9537 0.9541 0.9534
S2 0.9531 0.9531 0.9539
S3 0.9515 0.9521 0.9538
S4 0.9499 0.9505 0.9533
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0194 1.0102 0.9688
R3 0.9972 0.9880 0.9627
R2 0.9750 0.9750 0.9607
R1 0.9658 0.9658 0.9586 0.9704
PP 0.9528 0.9528 0.9528 0.9551
S1 0.9436 0.9436 0.9546 0.9482
S2 0.9306 0.9306 0.9525
S3 0.9084 0.9214 0.9505
S4 0.8862 0.8992 0.9444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9436 0.0184 1.9% 0.0038 0.4% 58% False False 42
10 0.9620 0.9360 0.0260 2.7% 0.0037 0.4% 70% False False 73
20 0.9777 0.9360 0.0417 4.4% 0.0040 0.4% 44% False False 63
40 0.9777 0.9360 0.0417 4.4% 0.0033 0.3% 44% False False 38
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9626
2.618 0.9600
1.618 0.9584
1.000 0.9574
0.618 0.9568
HIGH 0.9558
0.618 0.9552
0.500 0.9550
0.382 0.9548
LOW 0.9542
0.618 0.9532
1.000 0.9526
1.618 0.9516
2.618 0.9500
4.250 0.9474
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 0.9550 0.9581
PP 0.9547 0.9568
S1 0.9545 0.9555

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

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