CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 0.9420 0.9442 0.0022 0.2% 0.9611
High 0.9459 0.9456 -0.0003 0.0% 0.9611
Low 0.9400 0.9442 0.0042 0.4% 0.9400
Close 0.9448 0.9456 0.0008 0.1% 0.9448
Range 0.0059 0.0014 -0.0045 -76.3% 0.0211
ATR 0.0043 0.0041 -0.0002 -4.8% 0.0000
Volume 11 35 24 218.2% 24
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9493 0.9489 0.9464
R3 0.9479 0.9475 0.9460
R2 0.9465 0.9465 0.9459
R1 0.9461 0.9461 0.9457 0.9463
PP 0.9451 0.9451 0.9451 0.9453
S1 0.9447 0.9447 0.9455 0.9449
S2 0.9437 0.9437 0.9453
S3 0.9423 0.9433 0.9452
S4 0.9409 0.9419 0.9448
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0119 0.9995 0.9564
R3 0.9908 0.9784 0.9506
R2 0.9697 0.9697 0.9487
R1 0.9573 0.9573 0.9467 0.9530
PP 0.9486 0.9486 0.9486 0.9465
S1 0.9362 0.9362 0.9429 0.9319
S2 0.9275 0.9275 0.9409
S3 0.9064 0.9151 0.9390
S4 0.8853 0.8940 0.9332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9558 0.9400 0.0158 1.7% 0.0021 0.2% 35% False False 11
10 0.9636 0.9400 0.0236 2.5% 0.0015 0.2% 24% False False 26
20 0.9680 0.9400 0.0280 3.0% 0.0018 0.2% 20% False False 30
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9516
2.618 0.9493
1.618 0.9479
1.000 0.9470
0.618 0.9465
HIGH 0.9456
0.618 0.9451
0.500 0.9449
0.382 0.9447
LOW 0.9442
0.618 0.9433
1.000 0.9428
1.618 0.9419
2.618 0.9405
4.250 0.9383
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 0.9454 0.9447
PP 0.9451 0.9438
S1 0.9449 0.9430

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

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