CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 0.9677 0.9688 0.0011 0.1% 0.9591
High 0.9695 0.9690 -0.0005 -0.1% 0.9690
Low 0.9676 0.9644 -0.0032 -0.3% 0.9591
Close 0.9695 0.9644 -0.0051 -0.5% 0.9669
Range 0.0019 0.0046 0.0027 142.1% 0.0099
ATR 0.0045 0.0045 0.0000 0.9% 0.0000
Volume 9 10 1 11.1% 169
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9797 0.9767 0.9669
R3 0.9751 0.9721 0.9657
R2 0.9705 0.9705 0.9652
R1 0.9675 0.9675 0.9648 0.9667
PP 0.9659 0.9659 0.9659 0.9656
S1 0.9629 0.9629 0.9640 0.9621
S2 0.9613 0.9613 0.9636
S3 0.9567 0.9583 0.9631
S4 0.9521 0.9537 0.9619
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 0.9695 0.9637 0.0058 0.6% 0.0027 0.3% 12% False False 11
10 0.9695 0.9528 0.0167 1.7% 0.0026 0.3% 69% False False 23
20 0.9695 0.9360 0.0335 3.5% 0.0030 0.3% 85% False False 40
40 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 68% False False 42
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9886
2.618 0.9810
1.618 0.9764
1.000 0.9736
0.618 0.9718
HIGH 0.9690
0.618 0.9672
0.500 0.9667
0.382 0.9662
LOW 0.9644
0.618 0.9616
1.000 0.9598
1.618 0.9570
2.618 0.9524
4.250 0.9449
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 0.9667 0.9670
PP 0.9659 0.9661
S1 0.9652 0.9653

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

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