CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 0.9605 0.9610 0.0005 0.1% 0.9657
High 0.9658 0.9637 -0.0021 -0.2% 0.9662
Low 0.9605 0.9607 0.0002 0.0% 0.9605
Close 0.9658 0.9637 -0.0021 -0.2% 0.9637
Range 0.0053 0.0030 -0.0023 -43.4% 0.0057
ATR 0.0048 0.0048 0.0000 0.4% 0.0000
Volume 5 3 -2 -40.0% 280
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9717 0.9707 0.9654
R3 0.9687 0.9677 0.9645
R2 0.9657 0.9657 0.9643
R1 0.9647 0.9647 0.9640 0.9652
PP 0.9627 0.9627 0.9627 0.9630
S1 0.9617 0.9617 0.9634 0.9622
S2 0.9597 0.9597 0.9632
S3 0.9567 0.9587 0.9629
S4 0.9537 0.9557 0.9621
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9806 0.9778 0.9668
R3 0.9749 0.9721 0.9653
R2 0.9692 0.9692 0.9647
R1 0.9664 0.9664 0.9642 0.9650
PP 0.9635 0.9635 0.9635 0.9627
S1 0.9607 0.9607 0.9632 0.9593
S2 0.9578 0.9578 0.9627
S3 0.9521 0.9550 0.9621
S4 0.9464 0.9493 0.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9662 0.9605 0.0057 0.6% 0.0032 0.3% 56% False False 56
10 0.9680 0.9524 0.0156 1.6% 0.0031 0.3% 72% False False 101
20 0.9700 0.9524 0.0176 1.8% 0.0031 0.3% 64% False False 63
40 0.9700 0.9360 0.0340 3.5% 0.0031 0.3% 81% False False 64
60 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 66% False False 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9765
2.618 0.9716
1.618 0.9686
1.000 0.9667
0.618 0.9656
HIGH 0.9637
0.618 0.9626
0.500 0.9622
0.382 0.9618
LOW 0.9607
0.618 0.9588
1.000 0.9577
1.618 0.9558
2.618 0.9528
4.250 0.9480
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 0.9632 0.9635
PP 0.9627 0.9633
S1 0.9622 0.9632

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

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