CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 0.9688 0.9659 -0.0029 -0.3% 0.9591
High 0.9690 0.9700 0.0010 0.1% 0.9690
Low 0.9644 0.9659 0.0015 0.2% 0.9591
Close 0.9644 0.9700 0.0056 0.6% 0.9669
Range 0.0046 0.0041 -0.0005 -10.9% 0.0099
ATR 0.0045 0.0046 0.0001 1.7% 0.0000
Volume 10 34 24 240.0% 169
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9809 0.9796 0.9723
R3 0.9768 0.9755 0.9711
R2 0.9727 0.9727 0.9708
R1 0.9714 0.9714 0.9704 0.9721
PP 0.9686 0.9686 0.9686 0.9690
S1 0.9673 0.9673 0.9696 0.9680
S2 0.9645 0.9645 0.9692
S3 0.9604 0.9632 0.9689
S4 0.9563 0.9591 0.9677
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 0.9700 0.9644 0.0056 0.6% 0.0029 0.3% 100% True False 18
10 0.9700 0.9567 0.0133 1.4% 0.0027 0.3% 100% True False 25
20 0.9700 0.9360 0.0340 3.5% 0.0030 0.3% 100% True False 40
40 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 82% False False 42
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9874
2.618 0.9807
1.618 0.9766
1.000 0.9741
0.618 0.9725
HIGH 0.9700
0.618 0.9684
0.500 0.9680
0.382 0.9675
LOW 0.9659
0.618 0.9634
1.000 0.9618
1.618 0.9593
2.618 0.9552
4.250 0.9485
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 0.9693 0.9691
PP 0.9686 0.9681
S1 0.9680 0.9672

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

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