CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 0.9621 0.9608 -0.0013 -0.1% 0.9572
High 0.9621 0.9608 -0.0013 -0.1% 0.9625
Low 0.9621 0.9608 -0.0013 -0.1% 0.9572
Close 0.9621 0.9608 -0.0013 -0.1% 0.9608
Range
ATR 0.0032 0.0031 -0.0001 -4.3% 0.0000
Volume 48 48 0 0.0% 135
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9608 0.9608 0.9608
R3 0.9608 0.9608 0.9608
R2 0.9608 0.9608 0.9608
R1 0.9608 0.9608 0.9608 0.9608
PP 0.9608 0.9608 0.9608 0.9608
S1 0.9608 0.9608 0.9608 0.9608
S2 0.9608 0.9608 0.9608
S3 0.9608 0.9608 0.9608
S4 0.9608 0.9608 0.9608
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9761 0.9737 0.9637
R3 0.9708 0.9684 0.9623
R2 0.9655 0.9655 0.9618
R1 0.9631 0.9631 0.9613 0.9643
PP 0.9602 0.9602 0.9602 0.9608
S1 0.9578 0.9578 0.9603 0.9590
S2 0.9549 0.9549 0.9598
S3 0.9496 0.9525 0.9593
S4 0.9443 0.9472 0.9579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9625 0.9572 0.0053 0.6% 0.0007 0.1% 68% False False 27
10 0.9625 0.9413 0.0212 2.2% 0.0011 0.1% 92% False False 14
20 0.9625 0.9400 0.0225 2.3% 0.0013 0.1% 92% False False 12
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9608
2.618 0.9608
1.618 0.9608
1.000 0.9608
0.618 0.9608
HIGH 0.9608
0.618 0.9608
0.500 0.9608
0.382 0.9608
LOW 0.9608
0.618 0.9608
1.000 0.9608
1.618 0.9608
2.618 0.9608
4.250 0.9608
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 0.9608 0.9613
PP 0.9608 0.9611
S1 0.9608 0.9610

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

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