CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 0.9653 0.9677 0.0024 0.2% 0.9591
High 0.9669 0.9695 0.0026 0.3% 0.9690
Low 0.9653 0.9676 0.0023 0.2% 0.9591
Close 0.9669 0.9695 0.0026 0.3% 0.9669
Range 0.0016 0.0019 0.0003 18.8% 0.0099
ATR 0.0046 0.0045 -0.0001 -3.1% 0.0000
Volume 31 9 -22 -71.0% 169
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9746 0.9739 0.9705
R3 0.9727 0.9720 0.9700
R2 0.9708 0.9708 0.9698
R1 0.9701 0.9701 0.9697 0.9705
PP 0.9689 0.9689 0.9689 0.9690
S1 0.9682 0.9682 0.9693 0.9686
S2 0.9670 0.9670 0.9692
S3 0.9651 0.9663 0.9690
S4 0.9632 0.9644 0.9685
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9947 0.9907 0.9723
R3 0.9848 0.9808 0.9696
R2 0.9749 0.9749 0.9687
R1 0.9709 0.9709 0.9678 0.9729
PP 0.9650 0.9650 0.9650 0.9660
S1 0.9610 0.9610 0.9660 0.9630
S2 0.9551 0.9551 0.9651
S3 0.9452 0.9511 0.9642
S4 0.9353 0.9412 0.9615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9695 0.9637 0.0058 0.6% 0.0022 0.2% 100% True False 20
10 0.9695 0.9528 0.0167 1.7% 0.0021 0.2% 100% True False 25
20 0.9695 0.9360 0.0335 3.5% 0.0029 0.3% 100% True False 49
40 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 80% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9776
2.618 0.9745
1.618 0.9726
1.000 0.9714
0.618 0.9707
HIGH 0.9695
0.618 0.9688
0.500 0.9686
0.382 0.9683
LOW 0.9676
0.618 0.9664
1.000 0.9657
1.618 0.9645
2.618 0.9626
4.250 0.9595
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 0.9692 0.9688
PP 0.9689 0.9681
S1 0.9686 0.9674

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

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