CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 0.9451 0.9434 -0.0017 -0.2% 0.9463
High 0.9458 0.9468 0.0010 0.1% 0.9503
Low 0.9426 0.9434 0.0008 0.1% 0.9426
Close 0.9450 0.9446 -0.0004 0.0% 0.9450
Range 0.0032 0.0034 0.0002 6.3% 0.0077
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume 77 14 -63 -81.8% 291
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9551 0.9533 0.9465
R3 0.9517 0.9499 0.9455
R2 0.9483 0.9483 0.9452
R1 0.9465 0.9465 0.9449 0.9474
PP 0.9449 0.9449 0.9449 0.9454
S1 0.9431 0.9431 0.9443 0.9440
S2 0.9415 0.9415 0.9440
S3 0.9381 0.9397 0.9437
S4 0.9347 0.9363 0.9427
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9691 0.9647 0.9492
R3 0.9614 0.9570 0.9471
R2 0.9537 0.9537 0.9464
R1 0.9493 0.9493 0.9457 0.9477
PP 0.9460 0.9460 0.9460 0.9451
S1 0.9416 0.9416 0.9443 0.9400
S2 0.9383 0.9383 0.9436
S3 0.9306 0.9339 0.9429
S4 0.9229 0.9262 0.9408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9503 0.9426 0.0077 0.8% 0.0032 0.3% 26% False False 39
10 0.9585 0.9420 0.0165 1.7% 0.0033 0.3% 16% False False 52
20 0.9680 0.9420 0.0260 2.8% 0.0033 0.4% 10% False False 75
40 0.9700 0.9420 0.0280 3.0% 0.0030 0.3% 9% False False 52
60 0.9777 0.9360 0.0417 4.4% 0.0031 0.3% 21% False False 53
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 True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9613
2.618 0.9557
1.618 0.9523
1.000 0.9502
0.618 0.9489
HIGH 0.9468
0.618 0.9455
0.500 0.9451
0.382 0.9447
LOW 0.9434
0.618 0.9413
1.000 0.9400
1.618 0.9379
2.618 0.9345
4.250 0.9290
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 0.9451 0.9456
PP 0.9449 0.9452
S1 0.9448 0.9449

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

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