CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 0.9528 0.9592 0.0064 0.7% 0.9677
High 0.9551 0.9644 0.0093 1.0% 0.9700
Low 0.9524 0.9592 0.0068 0.7% 0.9569
Close 0.9543 0.9641 0.0098 1.0% 0.9573
Range 0.0027 0.0052 0.0025 92.6% 0.0131
ATR 0.0045 0.0049 0.0004 8.8% 0.0000
Volume 6 163 157 2,616.7% 83
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9782 0.9763 0.9670
R3 0.9730 0.9711 0.9655
R2 0.9678 0.9678 0.9651
R1 0.9659 0.9659 0.9646 0.9669
PP 0.9626 0.9626 0.9626 0.9630
S1 0.9607 0.9607 0.9636 0.9617
S2 0.9574 0.9574 0.9631
S3 0.9522 0.9555 0.9627
S4 0.9470 0.9503 0.9612
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 0.9644 0.9524 0.0120 1.2% 0.0024 0.3% 98% True False 45
10 0.9700 0.9524 0.0176 1.8% 0.0027 0.3% 66% False False 32
20 0.9700 0.9524 0.0176 1.8% 0.0024 0.2% 66% False False 30
40 0.9777 0.9360 0.0417 4.3% 0.0031 0.3% 67% False False 45
60 0.9777 0.9360 0.0417 4.3% 0.0030 0.3% 67% False False 34
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 0.0001
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9865
2.618 0.9780
1.618 0.9728
1.000 0.9696
0.618 0.9676
HIGH 0.9644
0.618 0.9624
0.500 0.9618
0.382 0.9612
LOW 0.9592
0.618 0.9560
1.000 0.9540
1.618 0.9508
2.618 0.9456
4.250 0.9371
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 0.9633 0.9622
PP 0.9626 0.9603
S1 0.9618 0.9584

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

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