CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 0.9541 0.9489 -0.0052 -0.5% 0.9657
High 0.9541 0.9495 -0.0046 -0.5% 0.9662
Low 0.9493 0.9455 -0.0038 -0.4% 0.9605
Close 0.9514 0.9455 -0.0059 -0.6% 0.9637
Range 0.0048 0.0040 -0.0008 -16.7% 0.0057
ATR 0.0049 0.0050 0.0001 1.4% 0.0000
Volume 16 65 49 306.3% 280
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9588 0.9562 0.9477
R3 0.9548 0.9522 0.9466
R2 0.9508 0.9508 0.9462
R1 0.9482 0.9482 0.9459 0.9475
PP 0.9468 0.9468 0.9468 0.9465
S1 0.9442 0.9442 0.9451 0.9435
S2 0.9428 0.9428 0.9448
S3 0.9388 0.9402 0.9444
S4 0.9348 0.9362 0.9433
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 0.9641 0.9455 0.0186 2.0% 0.0032 0.3% 0% False True 23
10 0.9680 0.9455 0.0225 2.4% 0.0036 0.4% 0% False True 91
20 0.9700 0.9455 0.0245 2.6% 0.0032 0.3% 0% False True 61
40 0.9700 0.9360 0.0340 3.6% 0.0031 0.3% 28% False False 59
60 0.9777 0.9360 0.0417 4.4% 0.0033 0.4% 23% False False 49
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9665
2.618 0.9600
1.618 0.9560
1.000 0.9535
0.618 0.9520
HIGH 0.9495
0.618 0.9480
0.500 0.9475
0.382 0.9470
LOW 0.9455
0.618 0.9430
1.000 0.9415
1.618 0.9390
2.618 0.9350
4.250 0.9285
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 0.9475 0.9520
PP 0.9468 0.9498
S1 0.9462 0.9477

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

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