CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 0.9500 0.9572 0.0072 0.8% 0.9426
High 0.9563 0.9580 0.0017 0.2% 0.9563
Low 0.9500 0.9572 0.0072 0.8% 0.9426
Close 0.9550 0.9578 0.0028 0.3% 0.9550
Range 0.0063 0.0008 -0.0055 -87.3% 0.0137
ATR 0.0037 0.0036 0.0000 -1.3% 0.0000
Volume 2 18 16 800.0% 6
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9601 0.9597 0.9582
R3 0.9593 0.9589 0.9580
R2 0.9585 0.9585 0.9579
R1 0.9581 0.9581 0.9579 0.9583
PP 0.9577 0.9577 0.9577 0.9578
S1 0.9573 0.9573 0.9577 0.9575
S2 0.9569 0.9569 0.9577
S3 0.9561 0.9565 0.9576
S4 0.9553 0.9557 0.9574
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9924 0.9874 0.9625
R3 0.9787 0.9737 0.9588
R2 0.9650 0.9650 0.9575
R1 0.9600 0.9600 0.9563 0.9625
PP 0.9513 0.9513 0.9513 0.9526
S1 0.9463 0.9463 0.9537 0.9488
S2 0.9376 0.9376 0.9525
S3 0.9239 0.9326 0.9512
S4 0.9102 0.9189 0.9475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9580 0.9426 0.0154 1.6% 0.0014 0.1% 99% True False 4
10 0.9580 0.9413 0.0167 1.7% 0.0011 0.1% 99% True False 9
20 0.9641 0.9400 0.0241 2.5% 0.0012 0.1% 74% False False 26
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 0.9614
2.618 0.9601
1.618 0.9593
1.000 0.9588
0.618 0.9585
HIGH 0.9580
0.618 0.9577
0.500 0.9576
0.382 0.9575
LOW 0.9572
0.618 0.9567
1.000 0.9564
1.618 0.9559
2.618 0.9551
4.250 0.9538
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 0.9577 0.9558
PP 0.9577 0.9538
S1 0.9576 0.9518

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

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