CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 0.9413 0.9426 0.0013 0.1% 0.9442
High 0.9430 0.9426 -0.0004 0.0% 0.9472
Low 0.9413 0.9426 0.0013 0.1% 0.9413
Close 0.9430 0.9426 -0.0004 0.0% 0.9430
Range 0.0017 0.0000 -0.0017 -100.0% 0.0059
ATR 0.0035 0.0033 -0.0002 -6.3% 0.0000
Volume 5 1 -4 -80.0% 74
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9426 0.9426 0.9426
R3 0.9426 0.9426 0.9426
R2 0.9426 0.9426 0.9426
R1 0.9426 0.9426 0.9426 0.9426
PP 0.9426 0.9426 0.9426 0.9426
S1 0.9426 0.9426 0.9426 0.9426
S2 0.9426 0.9426 0.9426
S3 0.9426 0.9426 0.9426
S4 0.9426 0.9426 0.9426
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9615 0.9582 0.9462
R3 0.9556 0.9523 0.9446
R2 0.9497 0.9497 0.9441
R1 0.9464 0.9464 0.9435 0.9451
PP 0.9438 0.9438 0.9438 0.9432
S1 0.9405 0.9405 0.9425 0.9392
S2 0.9379 0.9379 0.9419
S3 0.9320 0.9346 0.9414
S4 0.9261 0.9287 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9472 0.9413 0.0059 0.6% 0.0005 0.1% 22% False False 8
10 0.9558 0.9400 0.0158 1.7% 0.0013 0.1% 16% False False 9
20 0.9658 0.9400 0.0258 2.7% 0.0013 0.1% 10% False False 31
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9426
2.618 0.9426
1.618 0.9426
1.000 0.9426
0.618 0.9426
HIGH 0.9426
0.618 0.9426
0.500 0.9426
0.382 0.9426
LOW 0.9426
0.618 0.9426
1.000 0.9426
1.618 0.9426
2.618 0.9426
4.250 0.9426
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 0.9426 0.9425
PP 0.9426 0.9423
S1 0.9426 0.9422

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

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