CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 0.9756 0.9749 -0.0007 -0.1% 0.9599
High 0.9757 0.9749 -0.0008 -0.1% 0.9726
Low 0.9746 0.9749 0.0003 0.0% 0.9582
Close 0.9746 0.9749 0.0003 0.0% 0.9726
Range 0.0011 0.0000 -0.0011 -100.0% 0.0144
ATR 0.0055 0.0051 -0.0004 -6.8% 0.0000
Volume 38 4 -34 -89.5% 99
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9749 0.9749 0.9749
R3 0.9749 0.9749 0.9749
R2 0.9749 0.9749 0.9749
R1 0.9749 0.9749 0.9749 0.9749
PP 0.9749 0.9749 0.9749 0.9749
S1 0.9749 0.9749 0.9749 0.9749
S2 0.9749 0.9749 0.9749
S3 0.9749 0.9749 0.9749
S4 0.9749 0.9749 0.9749
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0110 1.0062 0.9805
R3 0.9966 0.9918 0.9766
R2 0.9822 0.9822 0.9752
R1 0.9774 0.9774 0.9739 0.9798
PP 0.9678 0.9678 0.9678 0.9690
S1 0.9630 0.9630 0.9713 0.9654
S2 0.9534 0.9534 0.9700
S3 0.9390 0.9486 0.9686
S4 0.9246 0.9342 0.9647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9757 0.9582 0.0175 1.8% 0.0033 0.3% 95% False False 24
10 0.9757 0.9567 0.0190 1.9% 0.0040 0.4% 96% False False 23
20 0.9785 0.9552 0.0233 2.4% 0.0028 0.3% 85% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9749
2.618 0.9749
1.618 0.9749
1.000 0.9749
0.618 0.9749
HIGH 0.9749
0.618 0.9749
0.500 0.9749
0.382 0.9749
LOW 0.9749
0.618 0.9749
1.000 0.9749
1.618 0.9749
2.618 0.9749
4.250 0.9749
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 0.9749 0.9745
PP 0.9749 0.9741
S1 0.9749 0.9738

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

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