CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 0.9659 0.9638 -0.0021 -0.2% 0.9591
High 0.9700 0.9638 -0.0062 -0.6% 0.9690
Low 0.9659 0.9610 -0.0049 -0.5% 0.9591
Close 0.9700 0.9611 -0.0089 -0.9% 0.9669
Range 0.0041 0.0028 -0.0013 -31.7% 0.0099
ATR 0.0046 0.0049 0.0003 6.8% 0.0000
Volume 34 11 -23 -67.6% 169
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9704 0.9685 0.9626
R3 0.9676 0.9657 0.9619
R2 0.9648 0.9648 0.9616
R1 0.9629 0.9629 0.9614 0.9625
PP 0.9620 0.9620 0.9620 0.9617
S1 0.9601 0.9601 0.9608 0.9597
S2 0.9592 0.9592 0.9606
S3 0.9564 0.9573 0.9603
S4 0.9536 0.9545 0.9596
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 0.9700 0.9610 0.0090 0.9% 0.0030 0.3% 1% False True 19
10 0.9700 0.9567 0.0133 1.4% 0.0029 0.3% 33% False False 23
20 0.9700 0.9360 0.0340 3.5% 0.0029 0.3% 74% False False 37
40 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 60% False False 42
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9757
2.618 0.9711
1.618 0.9683
1.000 0.9666
0.618 0.9655
HIGH 0.9638
0.618 0.9627
0.500 0.9624
0.382 0.9621
LOW 0.9610
0.618 0.9593
1.000 0.9582
1.618 0.9565
2.618 0.9537
4.250 0.9491
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 0.9624 0.9655
PP 0.9620 0.9640
S1 0.9615 0.9626

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

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