CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 0.9592 0.9611 0.0019 0.2% 0.9641
High 0.9616 0.9611 -0.0005 -0.1% 0.9641
Low 0.9592 0.9597 0.0005 0.1% 0.9592
Close 0.9616 0.9597 -0.0019 -0.2% 0.9616
Range 0.0024 0.0014 -0.0010 -41.7% 0.0049
ATR 0.0040 0.0039 -0.0002 -3.8% 0.0000
Volume 1 1 0 0.0% 407
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9644 0.9634 0.9605
R3 0.9630 0.9620 0.9601
R2 0.9616 0.9616 0.9600
R1 0.9606 0.9606 0.9598 0.9604
PP 0.9602 0.9602 0.9602 0.9601
S1 0.9592 0.9592 0.9596 0.9590
S2 0.9588 0.9588 0.9594
S3 0.9574 0.9578 0.9593
S4 0.9560 0.9564 0.9589
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9763 0.9739 0.9643
R3 0.9714 0.9690 0.9629
R2 0.9665 0.9665 0.9625
R1 0.9641 0.9641 0.9620 0.9629
PP 0.9616 0.9616 0.9616 0.9610
S1 0.9592 0.9592 0.9612 0.9580
S2 0.9567 0.9567 0.9607
S3 0.9518 0.9543 0.9603
S4 0.9469 0.9494 0.9589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9636 0.9592 0.0044 0.5% 0.0008 0.1% 11% False False 41
10 0.9658 0.9522 0.0136 1.4% 0.0013 0.1% 55% False False 53
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9671
2.618 0.9648
1.618 0.9634
1.000 0.9625
0.618 0.9620
HIGH 0.9611
0.618 0.9606
0.500 0.9604
0.382 0.9602
LOW 0.9597
0.618 0.9588
1.000 0.9583
1.618 0.9574
2.618 0.9560
4.250 0.9538
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 0.9604 0.9614
PP 0.9602 0.9608
S1 0.9599 0.9603

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

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