CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 0.9675 0.9653 -0.0022 -0.2% 0.9591
High 0.9690 0.9669 -0.0021 -0.2% 0.9690
Low 0.9666 0.9653 -0.0013 -0.1% 0.9591
Close 0.9666 0.9669 0.0003 0.0% 0.9669
Range 0.0024 0.0016 -0.0008 -33.3% 0.0099
ATR 0.0049 0.0046 -0.0002 -4.8% 0.0000
Volume 6 31 25 416.7% 169
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9712 0.9706 0.9678
R3 0.9696 0.9690 0.9673
R2 0.9680 0.9680 0.9672
R1 0.9674 0.9674 0.9670 0.9677
PP 0.9664 0.9664 0.9664 0.9665
S1 0.9658 0.9658 0.9668 0.9661
S2 0.9648 0.9648 0.9666
S3 0.9632 0.9642 0.9665
S4 0.9616 0.9626 0.9660
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9947 0.9907 0.9723
R3 0.9848 0.9808 0.9696
R2 0.9749 0.9749 0.9687
R1 0.9709 0.9709 0.9678 0.9729
PP 0.9650 0.9650 0.9650 0.9660
S1 0.9610 0.9610 0.9660 0.9630
S2 0.9551 0.9551 0.9651
S3 0.9452 0.9511 0.9642
S4 0.9353 0.9412 0.9615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9690 0.9591 0.0099 1.0% 0.0025 0.3% 79% False False 33
10 0.9690 0.9528 0.0162 1.7% 0.0021 0.2% 87% False False 25
20 0.9690 0.9360 0.0330 3.4% 0.0031 0.3% 94% False False 52
40 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 74% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9737
2.618 0.9711
1.618 0.9695
1.000 0.9685
0.618 0.9679
HIGH 0.9669
0.618 0.9663
0.500 0.9661
0.382 0.9659
LOW 0.9653
0.618 0.9643
1.000 0.9637
1.618 0.9627
2.618 0.9611
4.250 0.9585
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 0.9666 0.9667
PP 0.9664 0.9665
S1 0.9661 0.9664

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

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