CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 0.9549 0.9520 -0.0029 -0.3% 0.9525
High 0.9549 0.9526 -0.0023 -0.2% 0.9546
Low 0.9543 0.9520 -0.0023 -0.2% 0.9475
Close 0.9543 0.9520 -0.0023 -0.2% 0.9534
Range 0.0006 0.0006 0.0000 0.0% 0.0071
ATR 0.0032 0.0031 -0.0001 -2.0% 0.0000
Volume 127 52 -75 -59.1% 141
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9540 0.9536 0.9523
R3 0.9534 0.9530 0.9522
R2 0.9528 0.9528 0.9521
R1 0.9524 0.9524 0.9521 0.9523
PP 0.9522 0.9522 0.9522 0.9522
S1 0.9518 0.9518 0.9519 0.9517
S2 0.9516 0.9516 0.9519
S3 0.9510 0.9512 0.9518
S4 0.9504 0.9506 0.9517
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% 0.0014 0.1% 33% False False 56
10 0.9551 0.9475 0.0076 0.8% 0.0017 0.2% 59% False False 41
20 0.9678 0.9475 0.0203 2.1% 0.0014 0.1% 22% False False 23
40 0.9726 0.9475 0.0251 2.6% 0.0015 0.2% 18% False False 24
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 37% False False 19
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 0.0003
Fibonacci Retracements and Extensions
4.250 0.9552
2.618 0.9542
1.618 0.9536
1.000 0.9532
0.618 0.9530
HIGH 0.9526
0.618 0.9524
0.500 0.9523
0.382 0.9522
LOW 0.9520
0.618 0.9516
1.000 0.9514
1.618 0.9510
2.618 0.9504
4.250 0.9495
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 0.9523 0.9527
PP 0.9522 0.9525
S1 0.9521 0.9522

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

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