CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 0.9460 0.9542 0.0082 0.9% 0.9446
High 0.9508 0.9620 0.0112 1.2% 0.9466
Low 0.9448 0.9542 0.0094 1.0% 0.9360
Close 0.9462 0.9582 0.0120 1.3% 0.9395
Range 0.0060 0.0078 0.0018 30.0% 0.0106
ATR 0.0050 0.0058 0.0008 15.4% 0.0000
Volume 8 56 48 600.0% 339
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9815 0.9777 0.9625
R3 0.9737 0.9699 0.9603
R2 0.9659 0.9659 0.9596
R1 0.9621 0.9621 0.9589 0.9640
PP 0.9581 0.9581 0.9581 0.9591
S1 0.9543 0.9543 0.9575 0.9562
S2 0.9503 0.9503 0.9568
S3 0.9425 0.9465 0.9561
S4 0.9347 0.9387 0.9539
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9725 0.9666 0.9453
R3 0.9619 0.9560 0.9424
R2 0.9513 0.9513 0.9414
R1 0.9454 0.9454 0.9405 0.9431
PP 0.9407 0.9407 0.9407 0.9395
S1 0.9348 0.9348 0.9385 0.9325
S2 0.9301 0.9301 0.9376
S3 0.9195 0.9242 0.9366
S4 0.9089 0.9136 0.9337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9360 0.0260 2.7% 0.0045 0.5% 85% True False 75
10 0.9620 0.9360 0.0260 2.7% 0.0040 0.4% 85% True False 85
20 0.9777 0.9360 0.0417 4.4% 0.0039 0.4% 53% False False 60
40 0.9777 0.9360 0.0417 4.4% 0.0033 0.3% 53% False False 37
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 0.0002
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9952
2.618 0.9824
1.618 0.9746
1.000 0.9698
0.618 0.9668
HIGH 0.9620
0.618 0.9590
0.500 0.9581
0.382 0.9572
LOW 0.9542
0.618 0.9494
1.000 0.9464
1.618 0.9416
2.618 0.9338
4.250 0.9211
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 0.9582 0.9564
PP 0.9581 0.9546
S1 0.9581 0.9528

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

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