CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 0.9511 0.9552 0.0041 0.4% 0.9554
High 0.9570 0.9565 -0.0005 -0.1% 0.9570
Low 0.9503 0.9535 0.0032 0.3% 0.9495
Close 0.9564 0.9557 -0.0007 -0.1% 0.9557
Range 0.0067 0.0030 -0.0037 -55.2% 0.0075
ATR 0.0043 0.0042 -0.0001 -2.2% 0.0000
Volume 327 427 100 30.6% 1,723
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9642 0.9630 0.9574
R3 0.9612 0.9600 0.9565
R2 0.9582 0.9582 0.9563
R1 0.9570 0.9570 0.9560 0.9576
PP 0.9552 0.9552 0.9552 0.9556
S1 0.9540 0.9540 0.9554 0.9546
S2 0.9522 0.9522 0.9552
S3 0.9492 0.9510 0.9549
S4 0.9462 0.9480 0.9541
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9766 0.9736 0.9598
R3 0.9691 0.9661 0.9578
R2 0.9616 0.9616 0.9571
R1 0.9586 0.9586 0.9564 0.9601
PP 0.9541 0.9541 0.9541 0.9548
S1 0.9511 0.9511 0.9550 0.9526
S2 0.9466 0.9466 0.9543
S3 0.9391 0.9436 0.9536
S4 0.9316 0.9361 0.9516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9570 0.9495 0.0075 0.8% 0.0036 0.4% 83% False False 344
10 0.9700 0.9495 0.0205 2.1% 0.0043 0.5% 30% False False 332
20 0.9700 0.9495 0.0205 2.1% 0.0043 0.4% 30% False False 304
40 0.9775 0.9495 0.0280 2.9% 0.0040 0.4% 22% False False 227
60 0.9775 0.9420 0.0355 3.7% 0.0039 0.4% 39% False False 175
80 0.9775 0.9420 0.0355 3.7% 0.0035 0.4% 39% False False 139
100 0.9777 0.9360 0.0417 4.4% 0.0036 0.4% 47% False False 123
120 0.9777 0.9360 0.0417 4.4% 0.0035 0.4% 47% False False 105
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9693
2.618 0.9644
1.618 0.9614
1.000 0.9595
0.618 0.9584
HIGH 0.9565
0.618 0.9554
0.500 0.9550
0.382 0.9546
LOW 0.9535
0.618 0.9516
1.000 0.9505
1.618 0.9486
2.618 0.9456
4.250 0.9408
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 0.9555 0.9549
PP 0.9552 0.9541
S1 0.9550 0.9533

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

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