CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 0.9542 0.9585 0.0043 0.5% 0.9421
High 0.9620 0.9585 -0.0035 -0.4% 0.9620
Low 0.9542 0.9566 0.0024 0.3% 0.9398
Close 0.9582 0.9566 -0.0016 -0.2% 0.9566
Range 0.0078 0.0019 -0.0059 -75.6% 0.0222
ATR 0.0058 0.0055 -0.0003 -4.8% 0.0000
Volume 56 63 7 12.5% 392
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9629 0.9617 0.9576
R3 0.9610 0.9598 0.9571
R2 0.9591 0.9591 0.9569
R1 0.9579 0.9579 0.9568 0.9576
PP 0.9572 0.9572 0.9572 0.9571
S1 0.9560 0.9560 0.9564 0.9557
S2 0.9553 0.9553 0.9563
S3 0.9534 0.9541 0.9561
S4 0.9515 0.9522 0.9556
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0194 1.0102 0.9688
R3 0.9972 0.9880 0.9627
R2 0.9750 0.9750 0.9607
R1 0.9658 0.9658 0.9586 0.9704
PP 0.9528 0.9528 0.9528 0.9551
S1 0.9436 0.9436 0.9546 0.9482
S2 0.9306 0.9306 0.9525
S3 0.9084 0.9214 0.9505
S4 0.8862 0.8992 0.9444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9398 0.0222 2.3% 0.0040 0.4% 76% False False 78
10 0.9620 0.9360 0.0260 2.7% 0.0041 0.4% 79% False False 78
20 0.9777 0.9360 0.0417 4.4% 0.0040 0.4% 49% False False 63
40 0.9777 0.9360 0.0417 4.4% 0.0033 0.3% 49% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9666
2.618 0.9635
1.618 0.9616
1.000 0.9604
0.618 0.9597
HIGH 0.9585
0.618 0.9578
0.500 0.9576
0.382 0.9573
LOW 0.9566
0.618 0.9554
1.000 0.9547
1.618 0.9535
2.618 0.9516
4.250 0.9485
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 0.9576 0.9555
PP 0.9572 0.9545
S1 0.9569 0.9534

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

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