CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 0.9528 0.9547 0.0019 0.2% 0.9517
High 0.9550 0.9573 0.0023 0.2% 0.9550
Low 0.9512 0.9547 0.0035 0.4% 0.9470
Close 0.9542 0.9559 0.0017 0.2% 0.9542
Range 0.0038 0.0026 -0.0012 -31.6% 0.0080
ATR 0.0043 0.0042 -0.0001 -2.0% 0.0000
Volume 619 355 -264 -42.6% 1,699
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9638 0.9624 0.9573
R3 0.9612 0.9598 0.9566
R2 0.9586 0.9586 0.9564
R1 0.9572 0.9572 0.9561 0.9579
PP 0.9560 0.9560 0.9560 0.9563
S1 0.9546 0.9546 0.9557 0.9553
S2 0.9534 0.9534 0.9554
S3 0.9508 0.9520 0.9552
S4 0.9482 0.9494 0.9545
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9761 0.9731 0.9586
R3 0.9681 0.9651 0.9564
R2 0.9601 0.9601 0.9557
R1 0.9571 0.9571 0.9549 0.9586
PP 0.9521 0.9521 0.9521 0.9528
S1 0.9491 0.9491 0.9535 0.9506
S2 0.9441 0.9441 0.9527
S3 0.9361 0.9411 0.9520
S4 0.9281 0.9331 0.9498
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9573 0.9470 0.0103 1.1% 0.0042 0.4% 86% True False 334
10 0.9576 0.9470 0.0106 1.1% 0.0040 0.4% 84% False False 299
20 0.9700 0.9470 0.0230 2.4% 0.0042 0.4% 39% False False 317
40 0.9700 0.9470 0.0230 2.4% 0.0039 0.4% 39% False False 257
60 0.9775 0.9426 0.0349 3.7% 0.0039 0.4% 38% False False 212
80 0.9775 0.9420 0.0355 3.7% 0.0038 0.4% 39% False False 176
100 0.9775 0.9360 0.0415 4.3% 0.0037 0.4% 48% False False 151
120 0.9777 0.9360 0.0417 4.4% 0.0036 0.4% 48% False False 131
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9684
2.618 0.9641
1.618 0.9615
1.000 0.9599
0.618 0.9589
HIGH 0.9573
0.618 0.9563
0.500 0.9560
0.382 0.9557
LOW 0.9547
0.618 0.9531
1.000 0.9521
1.618 0.9505
2.618 0.9479
4.250 0.9437
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 0.9560 0.9547
PP 0.9560 0.9534
S1 0.9559 0.9522

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

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