CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 0.9472 0.9431 -0.0041 -0.4% 0.9611
High 0.9472 0.9431 -0.0041 -0.4% 0.9611
Low 0.9472 0.9430 -0.0042 -0.4% 0.9400
Close 0.9472 0.9430 -0.0042 -0.4% 0.9448
Range 0.0000 0.0001 0.0001 0.0211
ATR 0.0036 0.0037 0.0000 1.1% 0.0000
Volume 1 1 0 0.0% 24
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9433 0.9433 0.9431
R3 0.9432 0.9432 0.9430
R2 0.9431 0.9431 0.9430
R1 0.9431 0.9431 0.9430 0.9431
PP 0.9430 0.9430 0.9430 0.9430
S1 0.9430 0.9430 0.9430 0.9430
S2 0.9429 0.9429 0.9430
S3 0.9428 0.9429 0.9430
S4 0.9427 0.9428 0.9429
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% 0.0016 0.2% 42% False False 16
10 0.9616 0.9400 0.0216 2.3% 0.0015 0.2% 14% False False 9
20 0.9658 0.9400 0.0258 2.7% 0.0016 0.2% 12% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9435
2.618 0.9434
1.618 0.9433
1.000 0.9432
0.618 0.9432
HIGH 0.9431
0.618 0.9431
0.500 0.9431
0.382 0.9430
LOW 0.9430
0.618 0.9429
1.000 0.9429
1.618 0.9428
2.618 0.9427
4.250 0.9426
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 0.9431 0.9451
PP 0.9430 0.9444
S1 0.9430 0.9437

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

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