CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 0.9492 0.9475 -0.0017 -0.2% 0.9450
High 0.9492 0.9475 -0.0017 -0.2% 0.9494
Low 0.9483 0.9419 -0.0064 -0.7% 0.9419
Close 0.9483 0.9464 -0.0019 -0.2% 0.9464
Range 0.0009 0.0056 0.0047 522.2% 0.0075
ATR 0.0049 0.0050 0.0001 2.2% 0.0000
Volume 132 54 -78 -59.1% 454
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9621 0.9598 0.9495
R3 0.9565 0.9542 0.9479
R2 0.9509 0.9509 0.9474
R1 0.9486 0.9486 0.9469 0.9470
PP 0.9453 0.9453 0.9453 0.9444
S1 0.9430 0.9430 0.9459 0.9414
S2 0.9397 0.9397 0.9454
S3 0.9341 0.9374 0.9449
S4 0.9285 0.9318 0.9433
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9684 0.9649 0.9505
R3 0.9609 0.9574 0.9485
R2 0.9534 0.9534 0.9478
R1 0.9499 0.9499 0.9471 0.9517
PP 0.9459 0.9459 0.9459 0.9468
S1 0.9424 0.9424 0.9457 0.9442
S2 0.9384 0.9384 0.9450
S3 0.9309 0.9349 0.9443
S4 0.9234 0.9274 0.9423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9494 0.9419 0.0075 0.8% 0.0034 0.4% 60% False True 90
10 0.9777 0.9419 0.0358 3.8% 0.0044 0.5% 13% False True 53
20 0.9777 0.9419 0.0358 3.8% 0.0035 0.4% 13% False True 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9713
2.618 0.9622
1.618 0.9566
1.000 0.9531
0.618 0.9510
HIGH 0.9475
0.618 0.9454
0.500 0.9447
0.382 0.9440
LOW 0.9419
0.618 0.9384
1.000 0.9363
1.618 0.9328
2.618 0.9272
4.250 0.9181
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 0.9458 0.9462
PP 0.9453 0.9459
S1 0.9447 0.9457

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

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