CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 0.9638 0.9611 -0.0027 -0.3% 0.9677
High 0.9638 0.9611 -0.0027 -0.3% 0.9700
Low 0.9610 0.9569 -0.0041 -0.4% 0.9569
Close 0.9611 0.9573 -0.0038 -0.4% 0.9573
Range 0.0028 0.0042 0.0014 50.0% 0.0131
ATR 0.0049 0.0049 -0.0001 -1.1% 0.0000
Volume 11 19 8 72.7% 83
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9710 0.9684 0.9596
R3 0.9668 0.9642 0.9585
R2 0.9626 0.9626 0.9581
R1 0.9600 0.9600 0.9577 0.9592
PP 0.9584 0.9584 0.9584 0.9581
S1 0.9558 0.9558 0.9569 0.9550
S2 0.9542 0.9542 0.9565
S3 0.9500 0.9516 0.9561
S4 0.9458 0.9474 0.9550
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0007 0.9921 0.9645
R3 0.9876 0.9790 0.9609
R2 0.9745 0.9745 0.9597
R1 0.9659 0.9659 0.9585 0.9637
PP 0.9614 0.9614 0.9614 0.9603
S1 0.9528 0.9528 0.9561 0.9506
S2 0.9483 0.9483 0.9549
S3 0.9352 0.9397 0.9537
S4 0.9221 0.9266 0.9501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9569 0.0131 1.4% 0.0035 0.4% 3% False True 16
10 0.9700 0.9569 0.0131 1.4% 0.0030 0.3% 3% False True 25
20 0.9700 0.9398 0.0302 3.2% 0.0029 0.3% 58% False False 36
40 0.9777 0.9360 0.0417 4.4% 0.0030 0.3% 51% False False 42
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9790
2.618 0.9721
1.618 0.9679
1.000 0.9653
0.618 0.9637
HIGH 0.9611
0.618 0.9595
0.500 0.9590
0.382 0.9585
LOW 0.9569
0.618 0.9543
1.000 0.9527
1.618 0.9501
2.618 0.9459
4.250 0.9391
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 0.9590 0.9635
PP 0.9584 0.9614
S1 0.9579 0.9594

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

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