CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 0.9591 0.9650 0.0059 0.6% 0.9558
High 0.9629 0.9671 0.0042 0.4% 0.9600
Low 0.9591 0.9650 0.0059 0.6% 0.9528
Close 0.9614 0.9671 0.0057 0.6% 0.9589
Range 0.0038 0.0021 -0.0017 -44.7% 0.0072
ATR 0.0049 0.0050 0.0001 1.2% 0.0000
Volume 74 55 -19 -25.7% 86
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9727 0.9720 0.9683
R3 0.9706 0.9699 0.9677
R2 0.9685 0.9685 0.9675
R1 0.9678 0.9678 0.9673 0.9682
PP 0.9664 0.9664 0.9664 0.9666
S1 0.9657 0.9657 0.9669 0.9661
S2 0.9643 0.9643 0.9667
S3 0.9622 0.9636 0.9665
S4 0.9601 0.9615 0.9659
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 0.9671 0.9528 0.0143 1.5% 0.0024 0.3% 100% True False 35
10 0.9671 0.9448 0.0223 2.3% 0.0030 0.3% 100% True False 34
20 0.9671 0.9360 0.0311 3.2% 0.0030 0.3% 100% True False 65
40 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 75% False False 43
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9760
2.618 0.9726
1.618 0.9705
1.000 0.9692
0.618 0.9684
HIGH 0.9671
0.618 0.9663
0.500 0.9661
0.382 0.9658
LOW 0.9650
0.618 0.9637
1.000 0.9629
1.618 0.9616
2.618 0.9595
4.250 0.9561
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 0.9668 0.9654
PP 0.9664 0.9636
S1 0.9661 0.9619

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

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