CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 0.9620 0.9660 0.0040 0.4% 0.9639
High 0.9623 0.9661 0.0038 0.4% 0.9639
Low 0.9620 0.9659 0.0039 0.4% 0.9551
Close 0.9623 0.9661 0.0038 0.4% 0.9610
Range 0.0003 0.0002 -0.0001 -33.3% 0.0088
ATR 0.0027 0.0028 0.0001 2.8% 0.0000
Volume 1 2 1 100.0% 103
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9666 0.9666 0.9662
R3 0.9664 0.9664 0.9662
R2 0.9662 0.9662 0.9661
R1 0.9662 0.9662 0.9661 0.9662
PP 0.9660 0.9660 0.9660 0.9661
S1 0.9660 0.9660 0.9661 0.9660
S2 0.9658 0.9658 0.9661
S3 0.9656 0.9658 0.9660
S4 0.9654 0.9656 0.9660
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 0.9661 0.9575 0.0086 0.9% 0.0008 0.1% 100% True False 2
10 0.9661 0.9551 0.0110 1.1% 0.0015 0.2% 100% True False 11
20 0.9668 0.9551 0.0117 1.2% 0.0010 0.1% 94% False False 13
40 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 80% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9670
2.618 0.9666
1.618 0.9664
1.000 0.9663
0.618 0.9662
HIGH 0.9661
0.618 0.9660
0.500 0.9660
0.382 0.9660
LOW 0.9659
0.618 0.9658
1.000 0.9657
1.618 0.9656
2.618 0.9654
4.250 0.9651
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 0.9661 0.9647
PP 0.9660 0.9633
S1 0.9660 0.9619

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

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