CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 0.9525 0.9549 0.0024 0.3% 0.9525
High 0.9525 0.9549 0.0024 0.3% 0.9546
Low 0.9505 0.9543 0.0038 0.4% 0.9475
Close 0.9505 0.9543 0.0038 0.4% 0.9534
Range 0.0020 0.0006 -0.0014 -70.0% 0.0071
ATR 0.0031 0.0032 0.0001 2.9% 0.0000
Volume 8 127 119 1,487.5% 141
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9563 0.9559 0.9546
R3 0.9557 0.9553 0.9545
R2 0.9551 0.9551 0.9544
R1 0.9547 0.9547 0.9544 0.9546
PP 0.9545 0.9545 0.9545 0.9545
S1 0.9541 0.9541 0.9542 0.9540
S2 0.9539 0.9539 0.9542
S3 0.9533 0.9535 0.9541
S4 0.9527 0.9529 0.9540
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9731 0.9704 0.9573
R3 0.9660 0.9633 0.9554
R2 0.9589 0.9589 0.9547
R1 0.9562 0.9562 0.9541 0.9576
PP 0.9518 0.9518 0.9518 0.9525
S1 0.9491 0.9491 0.9527 0.9505
S2 0.9447 0.9447 0.9521
S3 0.9376 0.9420 0.9514
S4 0.9305 0.9349 0.9495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9551 0.9505 0.0046 0.5% 0.0017 0.2% 83% False False 49
10 0.9551 0.9475 0.0076 0.8% 0.0018 0.2% 89% False False 37
20 0.9678 0.9475 0.0203 2.1% 0.0014 0.2% 33% False False 21
40 0.9726 0.9475 0.0251 2.6% 0.0015 0.2% 27% False False 24
60 0.9726 0.9400 0.0326 3.4% 0.0014 0.2% 44% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9575
2.618 0.9565
1.618 0.9559
1.000 0.9555
0.618 0.9553
HIGH 0.9549
0.618 0.9547
0.500 0.9546
0.382 0.9545
LOW 0.9543
0.618 0.9539
1.000 0.9537
1.618 0.9533
2.618 0.9527
4.250 0.9518
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 0.9546 0.9538
PP 0.9545 0.9533
S1 0.9544 0.9528

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

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