CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 0.9657 0.9654 -0.0003 0.0% 0.9592
High 0.9662 0.9654 -0.0008 -0.1% 0.9680
Low 0.9649 0.9615 -0.0034 -0.4% 0.9524
Close 0.9662 0.9618 -0.0044 -0.5% 0.9680
Range 0.0013 0.0039 0.0026 200.0% 0.0156
ATR 0.0049 0.0049 0.0000 -0.3% 0.0000
Volume 232 24 -208 -89.7% 730
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9746 0.9721 0.9639
R3 0.9707 0.9682 0.9629
R2 0.9668 0.9668 0.9625
R1 0.9643 0.9643 0.9622 0.9636
PP 0.9629 0.9629 0.9629 0.9626
S1 0.9604 0.9604 0.9614 0.9597
S2 0.9590 0.9590 0.9611
S3 0.9551 0.9565 0.9607
S4 0.9512 0.9526 0.9597
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% 0.0040 0.4% 60% False False 189
10 0.9700 0.9524 0.0176 1.8% 0.0031 0.3% 53% False False 105
20 0.9700 0.9524 0.0176 1.8% 0.0028 0.3% 53% False False 64
40 0.9753 0.9360 0.0393 4.1% 0.0034 0.3% 66% False False 64
60 0.9777 0.9360 0.0417 4.3% 0.0030 0.3% 62% False False 47
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9820
2.618 0.9756
1.618 0.9717
1.000 0.9693
0.618 0.9678
HIGH 0.9654
0.618 0.9639
0.500 0.9635
0.382 0.9630
LOW 0.9615
0.618 0.9591
1.000 0.9576
1.618 0.9552
2.618 0.9513
4.250 0.9449
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 0.9635 0.9645
PP 0.9629 0.9636
S1 0.9624 0.9627

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

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