CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 0.9650 0.9663 0.0013 0.1% 0.9558
High 0.9671 0.9665 -0.0006 -0.1% 0.9600
Low 0.9650 0.9637 -0.0013 -0.1% 0.9528
Close 0.9671 0.9637 -0.0034 -0.4% 0.9589
Range 0.0021 0.0028 0.0007 33.3% 0.0072
ATR 0.0050 0.0049 -0.0001 -2.3% 0.0000
Volume 55 3 -52 -94.5% 86
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9730 0.9712 0.9652
R3 0.9702 0.9684 0.9645
R2 0.9674 0.9674 0.9642
R1 0.9656 0.9656 0.9640 0.9651
PP 0.9646 0.9646 0.9646 0.9644
S1 0.9628 0.9628 0.9634 0.9623
S2 0.9618 0.9618 0.9632
S3 0.9590 0.9600 0.9629
S4 0.9562 0.9572 0.9622
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 0.9567 0.0104 1.1% 0.0024 0.2% 67% False False 32
10 0.9671 0.9528 0.0143 1.5% 0.0026 0.3% 76% False False 33
20 0.9671 0.9360 0.0311 3.2% 0.0030 0.3% 89% False False 59
40 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 66% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9784
2.618 0.9738
1.618 0.9710
1.000 0.9693
0.618 0.9682
HIGH 0.9665
0.618 0.9654
0.500 0.9651
0.382 0.9648
LOW 0.9637
0.618 0.9620
1.000 0.9609
1.618 0.9592
2.618 0.9564
4.250 0.9518
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 0.9651 0.9635
PP 0.9646 0.9633
S1 0.9642 0.9631

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

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