CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 0.9611 0.9592 -0.0019 -0.2% 0.9677
High 0.9611 0.9592 -0.0019 -0.2% 0.9700
Low 0.9569 0.9592 0.0023 0.2% 0.9569
Close 0.9573 0.9592 0.0019 0.2% 0.9573
Range 0.0042 0.0000 -0.0042 -100.0% 0.0131
ATR 0.0049 0.0047 -0.0002 -4.4% 0.0000
Volume 19 37 18 94.7% 83
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9592 0.9592 0.9592
R3 0.9592 0.9592 0.9592
R2 0.9592 0.9592 0.9592
R1 0.9592 0.9592 0.9592 0.9592
PP 0.9592 0.9592 0.9592 0.9592
S1 0.9592 0.9592 0.9592 0.9592
S2 0.9592 0.9592 0.9592
S3 0.9592 0.9592 0.9592
S4 0.9592 0.9592 0.9592
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% 0.0031 0.3% 18% False False 22
10 0.9700 0.9569 0.0131 1.4% 0.0027 0.3% 18% False False 21
20 0.9700 0.9436 0.0264 2.8% 0.0028 0.3% 59% False False 29
40 0.9777 0.9360 0.0417 4.3% 0.0030 0.3% 56% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9592
2.618 0.9592
1.618 0.9592
1.000 0.9592
0.618 0.9592
HIGH 0.9592
0.618 0.9592
0.500 0.9592
0.382 0.9592
LOW 0.9592
0.618 0.9592
1.000 0.9592
1.618 0.9592
2.618 0.9592
4.250 0.9592
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 0.9592 0.9604
PP 0.9592 0.9600
S1 0.9592 0.9596

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

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