CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 0.9601 0.9576 -0.0025 -0.3% 0.9639
High 0.9601 0.9576 -0.0025 -0.3% 0.9639
Low 0.9601 0.9576 -0.0025 -0.3% 0.9551
Close 0.9601 0.9576 -0.0025 -0.3% 0.9610
Range
ATR 0.0026 0.0026 0.0000 -0.2% 0.0000
Volume 2 2 0 0.0% 103
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9576 0.9576 0.9576
R3 0.9576 0.9576 0.9576
R2 0.9576 0.9576 0.9576
R1 0.9576 0.9576 0.9576 0.9576
PP 0.9576 0.9576 0.9576 0.9576
S1 0.9576 0.9576 0.9576 0.9576
S2 0.9576 0.9576 0.9576
S3 0.9576 0.9576 0.9576
S4 0.9576 0.9576 0.9576
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9864 0.9825 0.9658
R3 0.9776 0.9737 0.9634
R2 0.9688 0.9688 0.9626
R1 0.9649 0.9649 0.9618 0.9625
PP 0.9600 0.9600 0.9600 0.9588
S1 0.9561 0.9561 0.9602 0.9537
S2 0.9512 0.9512 0.9594
S3 0.9424 0.9473 0.9586
S4 0.9336 0.9385 0.9562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9610 0.9551 0.0059 0.6% 0.0013 0.1% 42% False False 13
10 0.9649 0.9551 0.0098 1.0% 0.0015 0.2% 26% False False 22
20 0.9726 0.9551 0.0175 1.8% 0.0017 0.2% 14% False False 18
40 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 54% False False 17
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9576
2.618 0.9576
1.618 0.9576
1.000 0.9576
0.618 0.9576
HIGH 0.9576
0.618 0.9576
0.500 0.9576
0.382 0.9576
LOW 0.9576
0.618 0.9576
1.000 0.9576
1.618 0.9576
2.618 0.9576
4.250 0.9576
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 0.9576 0.9593
PP 0.9576 0.9587
S1 0.9576 0.9582

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

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