CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 0.9640 0.9657 0.0017 0.2% 0.9592
High 0.9680 0.9662 -0.0018 -0.2% 0.9680
Low 0.9609 0.9649 0.0040 0.4% 0.9524
Close 0.9680 0.9662 -0.0018 -0.2% 0.9680
Range 0.0071 0.0013 -0.0058 -81.7% 0.0156
ATR 0.0051 0.0049 -0.0001 -2.8% 0.0000
Volume 522 232 -290 -55.6% 730
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9697 0.9692 0.9669
R3 0.9684 0.9679 0.9666
R2 0.9671 0.9671 0.9664
R1 0.9666 0.9666 0.9663 0.9669
PP 0.9658 0.9658 0.9658 0.9659
S1 0.9653 0.9653 0.9661 0.9656
S2 0.9645 0.9645 0.9660
S3 0.9632 0.9640 0.9658
S4 0.9619 0.9627 0.9655
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% 0.0033 0.3% 88% False False 185
10 0.9700 0.9524 0.0176 1.8% 0.0032 0.3% 78% False False 103
20 0.9700 0.9524 0.0176 1.8% 0.0027 0.3% 78% False False 64
40 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 72% False False 64
60 0.9777 0.9360 0.0417 4.3% 0.0031 0.3% 72% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9717
2.618 0.9696
1.618 0.9683
1.000 0.9675
0.618 0.9670
HIGH 0.9662
0.618 0.9657
0.500 0.9656
0.382 0.9654
LOW 0.9649
0.618 0.9641
1.000 0.9636
1.618 0.9628
2.618 0.9615
4.250 0.9594
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 0.9660 0.9653
PP 0.9658 0.9645
S1 0.9656 0.9636

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

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