CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 0.9558 0.9586 0.0028 0.3% 0.9421
High 0.9558 0.9587 0.0029 0.3% 0.9620
Low 0.9542 0.9586 0.0044 0.5% 0.9398
Close 0.9542 0.9587 0.0045 0.5% 0.9566
Range 0.0016 0.0001 -0.0015 -93.8% 0.0222
ATR 0.0053 0.0052 -0.0001 -1.0% 0.0000
Volume 7 32 25 357.1% 392
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9590 0.9589 0.9588
R3 0.9589 0.9588 0.9587
R2 0.9588 0.9588 0.9587
R1 0.9587 0.9587 0.9587 0.9588
PP 0.9587 0.9587 0.9587 0.9587
S1 0.9586 0.9586 0.9587 0.9587
S2 0.9586 0.9586 0.9587
S3 0.9585 0.9585 0.9587
S4 0.9584 0.9584 0.9586
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 0.9448 0.0172 1.8% 0.0035 0.4% 81% False False 33
10 0.9620 0.9360 0.0260 2.7% 0.0035 0.4% 87% False False 57
20 0.9753 0.9360 0.0393 4.1% 0.0039 0.4% 58% False False 64
40 0.9777 0.9360 0.0417 4.3% 0.0031 0.3% 54% False False 39
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 0.0002
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9591
2.618 0.9590
1.618 0.9589
1.000 0.9588
0.618 0.9588
HIGH 0.9587
0.618 0.9587
0.500 0.9587
0.382 0.9586
LOW 0.9586
0.618 0.9585
1.000 0.9585
1.618 0.9584
2.618 0.9583
4.250 0.9582
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 0.9587 0.9580
PP 0.9587 0.9572
S1 0.9587 0.9565

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

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