CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 0.9767 0.9777 0.0010 0.1% 0.9756
High 0.9767 0.9777 0.0010 0.1% 0.9767
Low 0.9767 0.9740 -0.0027 -0.3% 0.9727
Close 0.9767 0.9740 -0.0027 -0.3% 0.9767
Range 0.0000 0.0037 0.0037 0.0040
ATR 0.0045 0.0044 -0.0001 -1.3% 0.0000
Volume 7 9 2 28.6% 59
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9863 0.9839 0.9760
R3 0.9826 0.9802 0.9750
R2 0.9789 0.9789 0.9747
R1 0.9765 0.9765 0.9743 0.9759
PP 0.9752 0.9752 0.9752 0.9749
S1 0.9728 0.9728 0.9737 0.9722
S2 0.9715 0.9715 0.9733
S3 0.9678 0.9691 0.9730
S4 0.9641 0.9654 0.9720
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 0.9777 0.9727 0.0050 0.5% 0.0007 0.1% 26% True False 6
10 0.9777 0.9582 0.0195 2.0% 0.0024 0.2% 81% True False 16
20 0.9777 0.9552 0.0225 2.3% 0.0024 0.3% 84% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9874
1.618 0.9837
1.000 0.9814
0.618 0.9800
HIGH 0.9777
0.618 0.9763
0.500 0.9759
0.382 0.9754
LOW 0.9740
0.618 0.9717
1.000 0.9703
1.618 0.9680
2.618 0.9643
4.250 0.9583
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 0.9759 0.9759
PP 0.9752 0.9752
S1 0.9746 0.9746

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

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