CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 0.9744 0.9695 -0.0049 -0.5% 0.9653
High 0.9775 0.9695 -0.0080 -0.8% 0.9775
Low 0.9700 0.9660 -0.0040 -0.4% 0.9645
Close 0.9703 0.9673 -0.0030 -0.3% 0.9673
Range 0.0075 0.0035 -0.0040 -53.3% 0.0130
ATR 0.0050 0.0050 -0.0001 -1.0% 0.0000
Volume 310 221 -89 -28.7% 689
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9781 0.9762 0.9692
R3 0.9746 0.9727 0.9683
R2 0.9711 0.9711 0.9679
R1 0.9692 0.9692 0.9676 0.9684
PP 0.9676 0.9676 0.9676 0.9672
S1 0.9657 0.9657 0.9670 0.9649
S2 0.9641 0.9641 0.9667
S3 0.9606 0.9622 0.9663
S4 0.9571 0.9587 0.9654
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0088 1.0010 0.9745
R3 0.9958 0.9880 0.9709
R2 0.9828 0.9828 0.9697
R1 0.9750 0.9750 0.9685 0.9789
PP 0.9698 0.9698 0.9698 0.9717
S1 0.9620 0.9620 0.9661 0.9659
S2 0.9568 0.9568 0.9649
S3 0.9438 0.9490 0.9637
S4 0.9308 0.9360 0.9602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9645 0.0130 1.3% 0.0056 0.6% 22% False False 137
10 0.9775 0.9563 0.0212 2.2% 0.0044 0.5% 52% False False 194
20 0.9775 0.9420 0.0355 3.7% 0.0042 0.4% 71% False False 124
40 0.9775 0.9420 0.0355 3.7% 0.0037 0.4% 71% False False 93
60 0.9775 0.9360 0.0415 4.3% 0.0035 0.4% 75% False False 81
80 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 75% False False 68
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9844
2.618 0.9787
1.618 0.9752
1.000 0.9730
0.618 0.9717
HIGH 0.9695
0.618 0.9682
0.500 0.9678
0.382 0.9673
LOW 0.9660
0.618 0.9638
1.000 0.9625
1.618 0.9603
2.618 0.9568
4.250 0.9511
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 0.9678 0.9716
PP 0.9676 0.9702
S1 0.9675 0.9687

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

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