CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 0.9490 0.9491 0.0001 0.0% 0.9551
High 0.9494 0.9503 0.0009 0.1% 0.9551
Low 0.9478 0.9491 0.0013 0.1% 0.9469
Close 0.9480 0.9503 0.0023 0.2% 0.9481
Range 0.0016 0.0012 -0.0004 -25.0% 0.0082
ATR 0.0030 0.0030 -0.0001 -1.7% 0.0000
Volume 38 31 -7 -18.4% 262
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9535 0.9531 0.9510
R3 0.9523 0.9519 0.9506
R2 0.9511 0.9511 0.9505
R1 0.9507 0.9507 0.9504 0.9509
PP 0.9499 0.9499 0.9499 0.9500
S1 0.9495 0.9495 0.9502 0.9497
S2 0.9487 0.9487 0.9501
S3 0.9475 0.9483 0.9500
S4 0.9463 0.9471 0.9496
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9746 0.9696 0.9526
R3 0.9664 0.9614 0.9504
R2 0.9582 0.9582 0.9496
R1 0.9532 0.9532 0.9489 0.9516
PP 0.9500 0.9500 0.9500 0.9493
S1 0.9450 0.9450 0.9473 0.9434
S2 0.9418 0.9418 0.9466
S3 0.9336 0.9368 0.9458
S4 0.9254 0.9286 0.9436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9526 0.9469 0.0057 0.6% 0.0013 0.1% 60% False False 35
10 0.9551 0.9469 0.0082 0.9% 0.0015 0.2% 41% False False 42
20 0.9678 0.9469 0.0209 2.2% 0.0015 0.2% 16% False False 28
40 0.9715 0.9469 0.0246 2.6% 0.0014 0.1% 14% False False 23
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 32% False False 21
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9554
2.618 0.9534
1.618 0.9522
1.000 0.9515
0.618 0.9510
HIGH 0.9503
0.618 0.9498
0.500 0.9497
0.382 0.9496
LOW 0.9491
0.618 0.9484
1.000 0.9479
1.618 0.9472
2.618 0.9460
4.250 0.9440
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 0.9501 0.9499
PP 0.9499 0.9495
S1 0.9497 0.9491

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

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