CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 0.9575 0.9572 -0.0003 0.0% 0.9558
High 0.9575 0.9600 0.0025 0.3% 0.9600
Low 0.9575 0.9567 -0.0008 -0.1% 0.9528
Close 0.9575 0.9589 0.0014 0.1% 0.9589
Range 0.0000 0.0033 0.0033 0.0072
ATR 0.0051 0.0050 -0.0001 -2.5% 0.0000
Volume 27 2 -25 -92.6% 86
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9684 0.9670 0.9607
R3 0.9651 0.9637 0.9598
R2 0.9618 0.9618 0.9595
R1 0.9604 0.9604 0.9592 0.9611
PP 0.9585 0.9585 0.9585 0.9589
S1 0.9571 0.9571 0.9586 0.9578
S2 0.9552 0.9552 0.9583
S3 0.9519 0.9538 0.9580
S4 0.9486 0.9505 0.9571
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9788 0.9761 0.9629
R3 0.9716 0.9689 0.9609
R2 0.9644 0.9644 0.9602
R1 0.9617 0.9617 0.9596 0.9631
PP 0.9572 0.9572 0.9572 0.9579
S1 0.9545 0.9545 0.9582 0.9559
S2 0.9500 0.9500 0.9576
S3 0.9428 0.9473 0.9569
S4 0.9356 0.9401 0.9549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9600 0.9528 0.0072 0.8% 0.0016 0.2% 85% True False 17
10 0.9620 0.9398 0.0222 2.3% 0.0028 0.3% 86% False False 47
20 0.9620 0.9360 0.0260 2.7% 0.0031 0.3% 88% False False 65
40 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 55% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9740
2.618 0.9686
1.618 0.9653
1.000 0.9633
0.618 0.9620
HIGH 0.9600
0.618 0.9587
0.500 0.9584
0.382 0.9580
LOW 0.9567
0.618 0.9547
1.000 0.9534
1.618 0.9514
2.618 0.9481
4.250 0.9427
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 0.9587 0.9581
PP 0.9585 0.9572
S1 0.9584 0.9564

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

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