CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 0.9547 0.9557 0.0010 0.1% 0.9517
High 0.9573 0.9571 -0.0002 0.0% 0.9550
Low 0.9547 0.9510 -0.0037 -0.4% 0.9470
Close 0.9559 0.9517 -0.0042 -0.4% 0.9542
Range 0.0026 0.0061 0.0035 134.6% 0.0080
ATR 0.0042 0.0043 0.0001 3.3% 0.0000
Volume 355 442 87 24.5% 1,699
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9716 0.9677 0.9551
R3 0.9655 0.9616 0.9534
R2 0.9594 0.9594 0.9528
R1 0.9555 0.9555 0.9523 0.9544
PP 0.9533 0.9533 0.9533 0.9527
S1 0.9494 0.9494 0.9511 0.9483
S2 0.9472 0.9472 0.9506
S3 0.9411 0.9433 0.9500
S4 0.9350 0.9372 0.9483
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% 0.0048 0.5% 46% False False 408
10 0.9576 0.9470 0.0106 1.1% 0.0043 0.4% 44% False False 327
20 0.9689 0.9470 0.0219 2.3% 0.0044 0.5% 21% False False 337
40 0.9700 0.9470 0.0230 2.4% 0.0040 0.4% 20% False False 268
60 0.9775 0.9426 0.0349 3.7% 0.0040 0.4% 26% False False 218
80 0.9775 0.9420 0.0355 3.7% 0.0038 0.4% 27% False False 181
100 0.9775 0.9360 0.0415 4.4% 0.0037 0.4% 38% False False 155
120 0.9777 0.9360 0.0417 4.4% 0.0036 0.4% 38% False False 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9830
2.618 0.9731
1.618 0.9670
1.000 0.9632
0.618 0.9609
HIGH 0.9571
0.618 0.9548
0.500 0.9541
0.382 0.9533
LOW 0.9510
0.618 0.9472
1.000 0.9449
1.618 0.9411
2.618 0.9350
4.250 0.9251
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 0.9541 0.9542
PP 0.9533 0.9533
S1 0.9525 0.9525

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

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