CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 0.9574 0.9551 -0.0023 -0.2% 0.9643
High 0.9574 0.9560 -0.0014 -0.1% 0.9649
Low 0.9555 0.9551 -0.0004 0.0% 0.9613
Close 0.9563 0.9560 -0.0003 0.0% 0.9649
Range 0.0019 0.0009 -0.0010 -52.6% 0.0036
ATR 0.0026 0.0025 -0.0001 -3.9% 0.0000
Volume 46 11 -35 -76.1% 136
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9584 0.9581 0.9565
R3 0.9575 0.9572 0.9562
R2 0.9566 0.9566 0.9562
R1 0.9563 0.9563 0.9561 0.9565
PP 0.9557 0.9557 0.9557 0.9558
S1 0.9554 0.9554 0.9559 0.9556
S2 0.9548 0.9548 0.9558
S3 0.9539 0.9545 0.9558
S4 0.9530 0.9536 0.9555
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9745 0.9733 0.9669
R3 0.9709 0.9697 0.9659
R2 0.9673 0.9673 0.9656
R1 0.9661 0.9661 0.9652 0.9667
PP 0.9637 0.9637 0.9637 0.9640
S1 0.9625 0.9625 0.9646 0.9631
S2 0.9601 0.9601 0.9642
S3 0.9565 0.9589 0.9639
S4 0.9529 0.9553 0.9629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9649 0.9551 0.0098 1.0% 0.0022 0.2% 9% False True 19
10 0.9649 0.9551 0.0098 1.0% 0.0013 0.1% 9% False True 23
20 0.9726 0.9551 0.0175 1.8% 0.0016 0.2% 5% False True 25
40 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 49% False False 17
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9598
2.618 0.9584
1.618 0.9575
1.000 0.9569
0.618 0.9566
HIGH 0.9560
0.618 0.9557
0.500 0.9556
0.382 0.9554
LOW 0.9551
0.618 0.9545
1.000 0.9542
1.618 0.9536
2.618 0.9527
4.250 0.9513
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 0.9559 0.9591
PP 0.9557 0.9580
S1 0.9556 0.9570

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

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