CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 0.9585 0.9541 -0.0044 -0.5% 0.9657
High 0.9585 0.9541 -0.0044 -0.5% 0.9662
Low 0.9567 0.9493 -0.0074 -0.8% 0.9605
Close 0.9578 0.9514 -0.0064 -0.7% 0.9637
Range 0.0018 0.0048 0.0030 166.7% 0.0057
ATR 0.0047 0.0049 0.0003 5.8% 0.0000
Volume 18 16 -2 -11.1% 280
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9660 0.9635 0.9540
R3 0.9612 0.9587 0.9527
R2 0.9564 0.9564 0.9523
R1 0.9539 0.9539 0.9518 0.9528
PP 0.9516 0.9516 0.9516 0.9510
S1 0.9491 0.9491 0.9510 0.9480
S2 0.9468 0.9468 0.9505
S3 0.9420 0.9443 0.9501
S4 0.9372 0.9395 0.9488
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9806 0.9778 0.9668
R3 0.9749 0.9721 0.9653
R2 0.9692 0.9692 0.9647
R1 0.9664 0.9664 0.9642 0.9650
PP 0.9635 0.9635 0.9635 0.9627
S1 0.9607 0.9607 0.9632 0.9593
S2 0.9578 0.9578 0.9627
S3 0.9521 0.9550 0.9621
S4 0.9464 0.9493 0.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9493 0.0165 1.7% 0.0034 0.4% 13% False True 11
10 0.9680 0.9493 0.0187 2.0% 0.0037 0.4% 11% False True 101
20 0.9700 0.9493 0.0207 2.2% 0.0031 0.3% 10% False True 59
40 0.9700 0.9360 0.0340 3.6% 0.0031 0.3% 45% False False 59
60 0.9777 0.9360 0.0417 4.4% 0.0033 0.3% 37% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9745
2.618 0.9667
1.618 0.9619
1.000 0.9589
0.618 0.9571
HIGH 0.9541
0.618 0.9523
0.500 0.9517
0.382 0.9511
LOW 0.9493
0.618 0.9463
1.000 0.9445
1.618 0.9415
2.618 0.9367
4.250 0.9289
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 0.9517 0.9567
PP 0.9516 0.9549
S1 0.9515 0.9532

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

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