CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 0.9592 0.9640 0.0048 0.5% 0.9592
High 0.9644 0.9680 0.0036 0.4% 0.9680
Low 0.9592 0.9609 0.0017 0.2% 0.9524
Close 0.9641 0.9680 0.0039 0.4% 0.9680
Range 0.0052 0.0071 0.0019 36.5% 0.0156
ATR 0.0049 0.0051 0.0002 3.2% 0.0000
Volume 163 522 359 220.2% 730
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9869 0.9846 0.9719
R3 0.9798 0.9775 0.9700
R2 0.9727 0.9727 0.9693
R1 0.9704 0.9704 0.9687 0.9716
PP 0.9656 0.9656 0.9656 0.9662
S1 0.9633 0.9633 0.9673 0.9645
S2 0.9585 0.9585 0.9667
S3 0.9514 0.9562 0.9660
S4 0.9443 0.9491 0.9641
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0096 1.0044 0.9766
R3 0.9940 0.9888 0.9723
R2 0.9784 0.9784 0.9709
R1 0.9732 0.9732 0.9694 0.9758
PP 0.9628 0.9628 0.9628 0.9641
S1 0.9576 0.9576 0.9666 0.9602
S2 0.9472 0.9472 0.9651
S3 0.9316 0.9420 0.9637
S4 0.9160 0.9264 0.9594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9680 0.9524 0.0156 1.6% 0.0030 0.3% 100% True False 146
10 0.9700 0.9524 0.0176 1.8% 0.0033 0.3% 89% False False 81
20 0.9700 0.9524 0.0176 1.8% 0.0027 0.3% 89% False False 53
40 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 77% False False 58
60 0.9777 0.9360 0.0417 4.3% 0.0031 0.3% 77% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9982
2.618 0.9866
1.618 0.9795
1.000 0.9751
0.618 0.9724
HIGH 0.9680
0.618 0.9653
0.500 0.9645
0.382 0.9636
LOW 0.9609
0.618 0.9565
1.000 0.9538
1.618 0.9494
2.618 0.9423
4.250 0.9307
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 0.9668 0.9654
PP 0.9656 0.9628
S1 0.9645 0.9602

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

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