CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 0.9613 0.9626 0.0013 0.1% 0.9651
High 0.9617 0.9626 0.0009 0.1% 0.9668
Low 0.9613 0.9626 0.0013 0.1% 0.9614
Close 0.9617 0.9626 0.0009 0.1% 0.9646
Range 0.0004 0.0000 -0.0004 -100.0% 0.0054
ATR 0.0026 0.0024 -0.0001 -4.6% 0.0000
Volume 119 1 -118 -99.2% 19
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9626 0.9626 0.9626
R3 0.9626 0.9626 0.9626
R2 0.9626 0.9626 0.9626
R1 0.9626 0.9626 0.9626 0.9626
PP 0.9626 0.9626 0.9626 0.9626
S1 0.9626 0.9626 0.9626 0.9626
S2 0.9626 0.9626 0.9626
S3 0.9626 0.9626 0.9626
S4 0.9626 0.9626 0.9626
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9805 0.9779 0.9676
R3 0.9751 0.9725 0.9661
R2 0.9697 0.9697 0.9656
R1 0.9671 0.9671 0.9651 0.9657
PP 0.9643 0.9643 0.9643 0.9636
S1 0.9617 0.9617 0.9641 0.9603
S2 0.9589 0.9589 0.9636
S3 0.9535 0.9563 0.9631
S4 0.9481 0.9509 0.9616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9646 0.9613 0.0033 0.3% 0.0004 0.0% 39% False False 27
10 0.9668 0.9613 0.0055 0.6% 0.0006 0.1% 24% False False 15
20 0.9726 0.9500 0.0226 2.3% 0.0016 0.2% 56% False False 24
40 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 69% False False 27
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9626
2.618 0.9626
1.618 0.9626
1.000 0.9626
0.618 0.9626
HIGH 0.9626
0.618 0.9626
0.500 0.9626
0.382 0.9626
LOW 0.9626
0.618 0.9626
1.000 0.9626
1.618 0.9626
2.618 0.9626
4.250 0.9626
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 0.9626 0.9626
PP 0.9626 0.9625
S1 0.9626 0.9625

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

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