CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 0.9405 0.9420 0.0015 0.2% 0.9388
High 0.9426 0.9446 0.0020 0.2% 0.9396
Low 0.9393 0.9361 -0.0032 -0.3% 0.9316
Close 0.9417 0.9376 -0.0041 -0.4% 0.9356
Range 0.0033 0.0085 0.0052 157.6% 0.0080
ATR 0.0047 0.0050 0.0003 5.8% 0.0000
Volume 49,792 75,624 25,832 51.9% 35,599
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9649 0.9598 0.9423
R3 0.9564 0.9513 0.9399
R2 0.9479 0.9479 0.9392
R1 0.9428 0.9428 0.9384 0.9411
PP 0.9394 0.9394 0.9394 0.9386
S1 0.9343 0.9343 0.9368 0.9326
S2 0.9309 0.9309 0.9360
S3 0.9224 0.9258 0.9353
S4 0.9139 0.9173 0.9329
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9596 0.9556 0.9400
R3 0.9516 0.9476 0.9378
R2 0.9436 0.9436 0.9371
R1 0.9396 0.9396 0.9363 0.9376
PP 0.9356 0.9356 0.9356 0.9346
S1 0.9316 0.9316 0.9349 0.9296
S2 0.9276 0.9276 0.9341
S3 0.9196 0.9236 0.9334
S4 0.9116 0.9156 0.9312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9446 0.9316 0.0130 1.4% 0.0054 0.6% 46% True False 35,075
10 0.9446 0.9316 0.0130 1.4% 0.0052 0.6% 46% True False 19,785
20 0.9573 0.9316 0.0257 2.7% 0.0052 0.5% 23% False False 10,255
40 0.9700 0.9316 0.0384 4.1% 0.0045 0.5% 16% False False 5,279
60 0.9775 0.9316 0.0459 4.9% 0.0043 0.5% 13% False False 3,579
80 0.9775 0.9316 0.0459 4.9% 0.0042 0.5% 13% False False 2,709
100 0.9775 0.9316 0.0459 4.9% 0.0040 0.4% 13% False False 2,179
120 0.9775 0.9316 0.0459 4.9% 0.0038 0.4% 13% False False 1,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.9807
2.618 0.9669
1.618 0.9584
1.000 0.9531
0.618 0.9499
HIGH 0.9446
0.618 0.9414
0.500 0.9404
0.382 0.9393
LOW 0.9361
0.618 0.9308
1.000 0.9276
1.618 0.9223
2.618 0.9138
4.250 0.9000
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 0.9404 0.9404
PP 0.9394 0.9394
S1 0.9385 0.9385

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

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