CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 0.9462 0.9463 0.0001 0.0% 0.9623
High 0.9469 0.9475 0.0006 0.1% 0.9641
Low 0.9420 0.9463 0.0043 0.5% 0.9420
Close 0.9468 0.9475 0.0007 0.1% 0.9468
Range 0.0049 0.0012 -0.0037 -75.5% 0.0221
ATR 0.0050 0.0047 -0.0003 -5.4% 0.0000
Volume 117 109 -8 -6.8% 232
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9507 0.9503 0.9482
R3 0.9495 0.9491 0.9478
R2 0.9483 0.9483 0.9477
R1 0.9479 0.9479 0.9476 0.9481
PP 0.9471 0.9471 0.9471 0.9472
S1 0.9467 0.9467 0.9474 0.9469
S2 0.9459 0.9459 0.9473
S3 0.9447 0.9455 0.9472
S4 0.9435 0.9443 0.9468
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0173 1.0041 0.9590
R3 0.9952 0.9820 0.9529
R2 0.9731 0.9731 0.9509
R1 0.9599 0.9599 0.9488 0.9555
PP 0.9510 0.9510 0.9510 0.9487
S1 0.9378 0.9378 0.9448 0.9334
S2 0.9289 0.9289 0.9427
S3 0.9068 0.9157 0.9407
S4 0.8847 0.8936 0.9346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9585 0.9420 0.0165 1.7% 0.0033 0.4% 33% False False 65
10 0.9658 0.9420 0.0238 2.5% 0.0034 0.4% 23% False False 38
20 0.9700 0.9420 0.0280 3.0% 0.0033 0.3% 20% False False 71
40 0.9700 0.9360 0.0340 3.6% 0.0031 0.3% 34% False False 60
60 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 28% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0002
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9526
2.618 0.9506
1.618 0.9494
1.000 0.9487
0.618 0.9482
HIGH 0.9475
0.618 0.9470
0.500 0.9469
0.382 0.9468
LOW 0.9463
0.618 0.9456
1.000 0.9451
1.618 0.9444
2.618 0.9432
4.250 0.9412
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 0.9473 0.9469
PP 0.9471 0.9463
S1 0.9469 0.9458

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

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