CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 0.9485 0.9451 -0.0034 -0.4% 0.9463
High 0.9485 0.9458 -0.0027 -0.3% 0.9503
Low 0.9450 0.9426 -0.0024 -0.3% 0.9426
Close 0.9450 0.9450 0.0000 0.0% 0.9450
Range 0.0035 0.0032 -0.0003 -8.6% 0.0077
ATR 0.0045 0.0044 -0.0001 -2.0% 0.0000
Volume 65 77 12 18.5% 291
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9541 0.9527 0.9468
R3 0.9509 0.9495 0.9459
R2 0.9477 0.9477 0.9456
R1 0.9463 0.9463 0.9453 0.9454
PP 0.9445 0.9445 0.9445 0.9440
S1 0.9431 0.9431 0.9447 0.9422
S2 0.9413 0.9413 0.9444
S3 0.9381 0.9399 0.9441
S4 0.9349 0.9367 0.9432
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9691 0.9647 0.9492
R3 0.9614 0.9570 0.9471
R2 0.9537 0.9537 0.9464
R1 0.9493 0.9493 0.9457 0.9477
PP 0.9460 0.9460 0.9460 0.9451
S1 0.9416 0.9416 0.9443 0.9400
S2 0.9383 0.9383 0.9436
S3 0.9306 0.9339 0.9429
S4 0.9229 0.9262 0.9408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9503 0.9426 0.0077 0.8% 0.0028 0.3% 31% False True 58
10 0.9641 0.9420 0.0221 2.3% 0.0032 0.3% 14% False False 52
20 0.9680 0.9420 0.0260 2.8% 0.0031 0.3% 12% False False 76
40 0.9700 0.9398 0.0302 3.2% 0.0030 0.3% 17% False False 56
60 0.9777 0.9360 0.0417 4.4% 0.0030 0.3% 22% False False 54
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9594
2.618 0.9542
1.618 0.9510
1.000 0.9490
0.618 0.9478
HIGH 0.9458
0.618 0.9446
0.500 0.9442
0.382 0.9438
LOW 0.9426
0.618 0.9406
1.000 0.9394
1.618 0.9374
2.618 0.9342
4.250 0.9290
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 0.9447 0.9461
PP 0.9445 0.9457
S1 0.9442 0.9454

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

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