CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 0.9754 0.9767 0.0013 0.1% 0.9756
High 0.9754 0.9767 0.0013 0.1% 0.9767
Low 0.9754 0.9767 0.0013 0.1% 0.9727
Close 0.9754 0.9767 0.0013 0.1% 0.9767
Range
ATR 0.0047 0.0045 -0.0002 -5.2% 0.0000
Volume 5 7 2 40.0% 59
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9767 0.9767 0.9767
R3 0.9767 0.9767 0.9767
R2 0.9767 0.9767 0.9767
R1 0.9767 0.9767 0.9767 0.9767
PP 0.9767 0.9767 0.9767 0.9767
S1 0.9767 0.9767 0.9767 0.9767
S2 0.9767 0.9767 0.9767
S3 0.9767 0.9767 0.9767
S4 0.9767 0.9767 0.9767
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9874 0.9860 0.9789
R3 0.9834 0.9820 0.9778
R2 0.9794 0.9794 0.9774
R1 0.9780 0.9780 0.9771 0.9787
PP 0.9754 0.9754 0.9754 0.9757
S1 0.9740 0.9740 0.9763 0.9747
S2 0.9714 0.9714 0.9760
S3 0.9674 0.9700 0.9756
S4 0.9634 0.9660 0.9745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9767 0.9727 0.0040 0.4% 0.0002 0.0% 100% True False 11
10 0.9767 0.9582 0.0185 1.9% 0.0027 0.3% 100% True False 15
20 0.9767 0.9552 0.0215 2.2% 0.0026 0.3% 100% True False 14
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.9767
2.618 0.9767
1.618 0.9767
1.000 0.9767
0.618 0.9767
HIGH 0.9767
0.618 0.9767
0.500 0.9767
0.382 0.9767
LOW 0.9767
0.618 0.9767
1.000 0.9767
1.618 0.9767
2.618 0.9767
4.250 0.9767
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 0.9767 0.9760
PP 0.9767 0.9754
S1 0.9767 0.9747

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

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