CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 0.9460 0.9472 0.0012 0.1% 0.9611
High 0.9468 0.9472 0.0004 0.0% 0.9611
Low 0.9460 0.9472 0.0012 0.1% 0.9400
Close 0.9468 0.9472 0.0004 0.0% 0.9448
Range 0.0008 0.0000 -0.0008 -100.0% 0.0211
ATR 0.0039 0.0036 -0.0002 -6.4% 0.0000
Volume 32 1 -31 -96.9% 24
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9472 0.9472 0.9472
R3 0.9472 0.9472 0.9472
R2 0.9472 0.9472 0.9472
R1 0.9472 0.9472 0.9472 0.9472
PP 0.9472 0.9472 0.9472 0.9472
S1 0.9472 0.9472 0.9472 0.9472
S2 0.9472 0.9472 0.9472
S3 0.9472 0.9472 0.9472
S4 0.9472 0.9472 0.9472
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 0.9472 0.9400 0.0072 0.8% 0.0017 0.2% 100% True False 17
10 0.9636 0.9400 0.0236 2.5% 0.0015 0.2% 31% False False 9
20 0.9658 0.9400 0.0258 2.7% 0.0017 0.2% 28% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9472
2.618 0.9472
1.618 0.9472
1.000 0.9472
0.618 0.9472
HIGH 0.9472
0.618 0.9472
0.500 0.9472
0.382 0.9472
LOW 0.9472
0.618 0.9472
1.000 0.9472
1.618 0.9472
2.618 0.9472
4.250 0.9472
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 0.9472 0.9467
PP 0.9472 0.9462
S1 0.9472 0.9457

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

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