CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 0.9715 0.9651 -0.0064 -0.7% 0.9624
High 0.9715 0.9651 -0.0064 -0.7% 0.9726
Low 0.9681 0.9651 -0.0030 -0.3% 0.9624
Close 0.9681 0.9651 -0.0030 -0.3% 0.9651
Range 0.0034 0.0000 -0.0034 -100.0% 0.0102
ATR 0.0036 0.0035 0.0000 -1.1% 0.0000
Volume 102 2 -100 -98.0% 202
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9651 0.9651 0.9651
R3 0.9651 0.9651 0.9651
R2 0.9651 0.9651 0.9651
R1 0.9651 0.9651 0.9651 0.9651
PP 0.9651 0.9651 0.9651 0.9651
S1 0.9651 0.9651 0.9651 0.9651
S2 0.9651 0.9651 0.9651
S3 0.9651 0.9651 0.9651
S4 0.9651 0.9651 0.9651
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9973 0.9914 0.9707
R3 0.9871 0.9812 0.9679
R2 0.9769 0.9769 0.9670
R1 0.9710 0.9710 0.9660 0.9740
PP 0.9667 0.9667 0.9667 0.9682
S1 0.9608 0.9608 0.9642 0.9638
S2 0.9565 0.9565 0.9632
S3 0.9463 0.9506 0.9623
S4 0.9361 0.9404 0.9595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9726 0.9624 0.0102 1.1% 0.0031 0.3% 26% False False 40
10 0.9726 0.9572 0.0154 1.6% 0.0019 0.2% 51% False False 33
20 0.9726 0.9400 0.0326 3.4% 0.0018 0.2% 77% False False 21
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9651
2.618 0.9651
1.618 0.9651
1.000 0.9651
0.618 0.9651
HIGH 0.9651
0.618 0.9651
0.500 0.9651
0.382 0.9651
LOW 0.9651
0.618 0.9651
1.000 0.9651
1.618 0.9651
2.618 0.9651
4.250 0.9651
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 0.9651 0.9677
PP 0.9651 0.9668
S1 0.9651 0.9660

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

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