CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 0.9749 0.9725 -0.0024 -0.2% 0.9756
High 0.9753 0.9748 -0.0005 -0.1% 0.9767
Low 0.9737 0.9659 -0.0078 -0.8% 0.9727
Close 0.9737 0.9659 -0.0078 -0.8% 0.9767
Range 0.0016 0.0089 0.0073 456.3% 0.0040
ATR 0.0042 0.0046 0.0003 7.9% 0.0000
Volume 6 12 6 100.0% 59
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9956 0.9896 0.9708
R3 0.9867 0.9807 0.9683
R2 0.9778 0.9778 0.9675
R1 0.9718 0.9718 0.9667 0.9704
PP 0.9689 0.9689 0.9689 0.9681
S1 0.9629 0.9629 0.9651 0.9615
S2 0.9600 0.9600 0.9643
S3 0.9511 0.9540 0.9635
S4 0.9422 0.9451 0.9610
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 0.9659 0.0118 1.2% 0.0028 0.3% 0% False True 7
10 0.9777 0.9603 0.0174 1.8% 0.0028 0.3% 32% False False 14
20 0.9777 0.9552 0.0225 2.3% 0.0029 0.3% 48% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0126
2.618 0.9981
1.618 0.9892
1.000 0.9837
0.618 0.9803
HIGH 0.9748
0.618 0.9714
0.500 0.9704
0.382 0.9693
LOW 0.9659
0.618 0.9604
1.000 0.9570
1.618 0.9515
2.618 0.9426
4.250 0.9281
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 0.9704 0.9718
PP 0.9689 0.9698
S1 0.9674 0.9679

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

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