CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 0.9630 0.9632 0.0002 0.0% 0.9572
High 0.9654 0.9726 0.0072 0.7% 0.9625
Low 0.9630 0.9628 -0.0002 0.0% 0.9572
Close 0.9651 0.9726 0.0075 0.8% 0.9608
Range 0.0024 0.0098 0.0074 308.3% 0.0053
ATR 0.0030 0.0035 0.0005 16.2% 0.0000
Volume 48 2 -46 -95.8% 135
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9987 0.9955 0.9780
R3 0.9889 0.9857 0.9753
R2 0.9791 0.9791 0.9744
R1 0.9759 0.9759 0.9735 0.9775
PP 0.9693 0.9693 0.9693 0.9702
S1 0.9661 0.9661 0.9717 0.9677
S2 0.9595 0.9595 0.9708
S3 0.9497 0.9563 0.9699
S4 0.9399 0.9465 0.9672
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 0.9726 0.9608 0.0118 1.2% 0.0024 0.3% 100% True False 38
10 0.9726 0.9456 0.0270 2.8% 0.0022 0.2% 100% True False 23
20 0.9726 0.9400 0.0326 3.4% 0.0017 0.2% 100% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.0143
2.618 0.9983
1.618 0.9885
1.000 0.9824
0.618 0.9787
HIGH 0.9726
0.618 0.9689
0.500 0.9677
0.382 0.9665
LOW 0.9628
0.618 0.9567
1.000 0.9530
1.618 0.9469
2.618 0.9371
4.250 0.9212
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 0.9710 0.9709
PP 0.9693 0.9692
S1 0.9677 0.9675

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

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