CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 0.9586 0.9549 -0.0037 -0.4% 0.9421
High 0.9587 0.9558 -0.0029 -0.3% 0.9620
Low 0.9586 0.9528 -0.0058 -0.6% 0.9398
Close 0.9587 0.9545 -0.0042 -0.4% 0.9566
Range 0.0001 0.0030 0.0029 2,900.0% 0.0222
ATR 0.0052 0.0053 0.0000 0.9% 0.0000
Volume 32 18 -14 -43.8% 392
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9634 0.9619 0.9562
R3 0.9604 0.9589 0.9553
R2 0.9574 0.9574 0.9551
R1 0.9559 0.9559 0.9548 0.9552
PP 0.9544 0.9544 0.9544 0.9540
S1 0.9529 0.9529 0.9542 0.9522
S2 0.9514 0.9514 0.9540
S3 0.9484 0.9499 0.9537
S4 0.9454 0.9469 0.9529
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 0.9528 0.0092 1.0% 0.0029 0.3% 18% False True 35
10 0.9620 0.9360 0.0260 2.7% 0.0033 0.3% 71% False False 56
20 0.9748 0.9360 0.0388 4.1% 0.0039 0.4% 48% False False 65
40 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 44% False False 39
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9686
2.618 0.9637
1.618 0.9607
1.000 0.9588
0.618 0.9577
HIGH 0.9558
0.618 0.9547
0.500 0.9543
0.382 0.9539
LOW 0.9528
0.618 0.9509
1.000 0.9498
1.618 0.9479
2.618 0.9449
4.250 0.9401
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 0.9544 0.9558
PP 0.9544 0.9553
S1 0.9543 0.9549

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

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