CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 0.9592 0.9593 0.0001 0.0% 0.9677
High 0.9592 0.9593 0.0001 0.0% 0.9700
Low 0.9592 0.9593 0.0001 0.0% 0.9569
Close 0.9592 0.9593 0.0001 0.0% 0.9573
Range
ATR 0.0047 0.0043 -0.0003 -7.0% 0.0000
Volume 37 2 -35 -94.6% 83
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9593 0.9593 0.9593
R3 0.9593 0.9593 0.9593
R2 0.9593 0.9593 0.9593
R1 0.9593 0.9593 0.9593 0.9593
PP 0.9593 0.9593 0.9593 0.9593
S1 0.9593 0.9593 0.9593 0.9593
S2 0.9593 0.9593 0.9593
S3 0.9593 0.9593 0.9593
S4 0.9593 0.9593 0.9593
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% 0.0022 0.2% 18% False False 20
10 0.9700 0.9569 0.0131 1.4% 0.0024 0.3% 18% False False 16
20 0.9700 0.9448 0.0252 2.6% 0.0027 0.3% 58% False False 25
40 0.9777 0.9360 0.0417 4.3% 0.0029 0.3% 56% False False 41
60 0.9823 0.9360 0.0463 4.8% 0.0029 0.3% 50% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.9593
2.618 0.9593
1.618 0.9593
1.000 0.9593
0.618 0.9593
HIGH 0.9593
0.618 0.9593
0.500 0.9593
0.382 0.9593
LOW 0.9593
0.618 0.9593
1.000 0.9593
1.618 0.9593
2.618 0.9593
4.250 0.9593
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 0.9593 0.9592
PP 0.9593 0.9591
S1 0.9593 0.9590

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

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