CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 0.9679 0.9677 -0.0002 0.0% 0.9609
High 0.9695 0.9679 -0.0016 -0.2% 0.9695
Low 0.9675 0.9670 -0.0005 -0.1% 0.9590
Close 0.9678 0.9675 -0.0003 0.0% 0.9678
Range 0.0020 0.0009 -0.0011 -55.0% 0.0105
ATR 0.0041 0.0039 -0.0002 -5.6% 0.0000
Volume 291 219 -72 -24.7% 1,435
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9702 0.9697 0.9680
R3 0.9693 0.9688 0.9677
R2 0.9684 0.9684 0.9677
R1 0.9679 0.9679 0.9676 0.9677
PP 0.9675 0.9675 0.9675 0.9674
S1 0.9670 0.9670 0.9674 0.9668
S2 0.9666 0.9666 0.9673
S3 0.9657 0.9661 0.9673
S4 0.9648 0.9652 0.9670
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9969 0.9929 0.9736
R3 0.9864 0.9824 0.9707
R2 0.9759 0.9759 0.9697
R1 0.9719 0.9719 0.9688 0.9739
PP 0.9654 0.9654 0.9654 0.9665
S1 0.9614 0.9614 0.9668 0.9634
S2 0.9549 0.9549 0.9659
S3 0.9444 0.9509 0.9649
S4 0.9339 0.9404 0.9620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9695 0.9590 0.0105 1.1% 0.0035 0.4% 81% False False 279
10 0.9695 0.9560 0.0135 1.4% 0.0040 0.4% 85% False False 267
20 0.9700 0.9560 0.0140 1.4% 0.0035 0.4% 82% False False 198
40 0.9775 0.9426 0.0349 3.6% 0.0038 0.4% 71% False False 160
60 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 72% False False 128
80 0.9775 0.9360 0.0415 4.3% 0.0035 0.4% 76% False False 109
100 0.9777 0.9360 0.0417 4.3% 0.0035 0.4% 76% False False 94
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 0.9717
2.618 0.9703
1.618 0.9694
1.000 0.9688
0.618 0.9685
HIGH 0.9679
0.618 0.9676
0.500 0.9675
0.382 0.9673
LOW 0.9670
0.618 0.9664
1.000 0.9661
1.618 0.9655
2.618 0.9646
4.250 0.9632
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 0.9675 0.9673
PP 0.9675 0.9671
S1 0.9675 0.9670

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

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