CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 0.9488 0.9485 -0.0003 0.0% 0.9623
High 0.9496 0.9485 -0.0011 -0.1% 0.9641
Low 0.9485 0.9450 -0.0035 -0.4% 0.9420
Close 0.9494 0.9450 -0.0044 -0.5% 0.9468
Range 0.0011 0.0035 0.0024 218.2% 0.0221
ATR 0.0045 0.0045 0.0000 -0.1% 0.0000
Volume 17 65 48 282.4% 232
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9567 0.9543 0.9469
R3 0.9532 0.9508 0.9460
R2 0.9497 0.9497 0.9456
R1 0.9473 0.9473 0.9453 0.9468
PP 0.9462 0.9462 0.9462 0.9459
S1 0.9438 0.9438 0.9447 0.9433
S2 0.9427 0.9427 0.9444
S3 0.9392 0.9403 0.9440
S4 0.9357 0.9368 0.9431
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 0.9503 0.9420 0.0083 0.9% 0.0031 0.3% 36% False False 66
10 0.9641 0.9420 0.0221 2.3% 0.0031 0.3% 14% False False 44
20 0.9680 0.9420 0.0260 2.8% 0.0032 0.3% 12% False False 73
40 0.9700 0.9360 0.0340 3.6% 0.0031 0.3% 26% False False 55
60 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 22% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9634
2.618 0.9577
1.618 0.9542
1.000 0.9520
0.618 0.9507
HIGH 0.9485
0.618 0.9472
0.500 0.9468
0.382 0.9463
LOW 0.9450
0.618 0.9428
1.000 0.9415
1.618 0.9393
2.618 0.9358
4.250 0.9301
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 0.9468 0.9477
PP 0.9462 0.9468
S1 0.9456 0.9459

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

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