CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 0.9519 0.9440 -0.0079 -0.8% 0.9641
High 0.9519 0.9440 -0.0079 -0.8% 0.9641
Low 0.9492 0.9436 -0.0056 -0.6% 0.9592
Close 0.9492 0.9436 -0.0056 -0.6% 0.9616
Range 0.0027 0.0004 -0.0023 -85.2% 0.0049
ATR 0.0041 0.0042 0.0001 2.7% 0.0000
Volume 1 10 9 900.0% 407
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9449 0.9447 0.9438
R3 0.9445 0.9443 0.9437
R2 0.9441 0.9441 0.9437
R1 0.9439 0.9439 0.9436 0.9438
PP 0.9437 0.9437 0.9437 0.9437
S1 0.9435 0.9435 0.9436 0.9434
S2 0.9433 0.9433 0.9435
S3 0.9429 0.9431 0.9435
S4 0.9425 0.9427 0.9434
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 0.9616 0.9436 0.0180 1.9% 0.0014 0.1% 0% False True 2
10 0.9658 0.9436 0.0222 2.4% 0.0009 0.1% 0% False True 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9457
2.618 0.9450
1.618 0.9446
1.000 0.9444
0.618 0.9442
HIGH 0.9440
0.618 0.9438
0.500 0.9438
0.382 0.9438
LOW 0.9436
0.618 0.9434
1.000 0.9432
1.618 0.9430
2.618 0.9426
4.250 0.9419
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 0.9438 0.9497
PP 0.9437 0.9477
S1 0.9437 0.9456

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

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