CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 0.9572 0.9591 0.0019 0.2% 0.9558
High 0.9600 0.9629 0.0029 0.3% 0.9600
Low 0.9567 0.9591 0.0024 0.3% 0.9528
Close 0.9589 0.9614 0.0025 0.3% 0.9589
Range 0.0033 0.0038 0.0005 15.2% 0.0072
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 2 74 72 3,600.0% 86
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9725 0.9708 0.9635
R3 0.9687 0.9670 0.9624
R2 0.9649 0.9649 0.9621
R1 0.9632 0.9632 0.9617 0.9641
PP 0.9611 0.9611 0.9611 0.9616
S1 0.9594 0.9594 0.9611 0.9603
S2 0.9573 0.9573 0.9607
S3 0.9535 0.9556 0.9604
S4 0.9497 0.9518 0.9593
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9788 0.9761 0.9629
R3 0.9716 0.9689 0.9609
R2 0.9644 0.9644 0.9602
R1 0.9617 0.9617 0.9596 0.9631
PP 0.9572 0.9572 0.9572 0.9579
S1 0.9545 0.9545 0.9582 0.9559
S2 0.9500 0.9500 0.9576
S3 0.9428 0.9473 0.9569
S4 0.9356 0.9401 0.9549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9629 0.9528 0.0101 1.1% 0.0020 0.2% 85% True False 30
10 0.9629 0.9436 0.0193 2.0% 0.0029 0.3% 92% True False 36
20 0.9629 0.9360 0.0269 2.8% 0.0032 0.3% 94% True False 67
40 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 61% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9791
2.618 0.9728
1.618 0.9690
1.000 0.9667
0.618 0.9652
HIGH 0.9629
0.618 0.9614
0.500 0.9610
0.382 0.9606
LOW 0.9591
0.618 0.9568
1.000 0.9553
1.618 0.9530
2.618 0.9492
4.250 0.9430
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 0.9613 0.9609
PP 0.9611 0.9603
S1 0.9610 0.9598

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

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