CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 0.9640 0.9638 -0.0002 0.0% 0.9665
High 0.9645 0.9655 0.0010 0.1% 0.9689
Low 0.9619 0.9638 0.0019 0.2% 0.9631
Close 0.9640 0.9648 0.0008 0.1% 0.9667
Range 0.0026 0.0017 -0.0009 -34.6% 0.0058
ATR 0.0041 0.0040 -0.0002 -4.2% 0.0000
Volume 133 188 55 41.4% 450
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9698 0.9690 0.9657
R3 0.9681 0.9673 0.9653
R2 0.9664 0.9664 0.9651
R1 0.9656 0.9656 0.9650 0.9660
PP 0.9647 0.9647 0.9647 0.9649
S1 0.9639 0.9639 0.9646 0.9643
S2 0.9630 0.9630 0.9645
S3 0.9613 0.9622 0.9643
S4 0.9596 0.9605 0.9639
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9836 0.9810 0.9699
R3 0.9778 0.9752 0.9683
R2 0.9720 0.9720 0.9678
R1 0.9694 0.9694 0.9672 0.9707
PP 0.9662 0.9662 0.9662 0.9669
S1 0.9636 0.9636 0.9662 0.9649
S2 0.9604 0.9604 0.9656
S3 0.9546 0.9578 0.9651
S4 0.9488 0.9520 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9619 0.0081 0.8% 0.0030 0.3% 36% False False 109
10 0.9700 0.9619 0.0081 0.8% 0.0030 0.3% 36% False False 115
20 0.9775 0.9505 0.0270 2.8% 0.0040 0.4% 53% False False 145
40 0.9775 0.9420 0.0355 3.7% 0.0038 0.4% 64% False False 112
60 0.9775 0.9420 0.0355 3.7% 0.0034 0.3% 64% False False 83
80 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 69% False False 77
100 0.9785 0.9360 0.0425 4.4% 0.0033 0.3% 68% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9700
1.618 0.9683
1.000 0.9672
0.618 0.9666
HIGH 0.9655
0.618 0.9649
0.500 0.9647
0.382 0.9644
LOW 0.9638
0.618 0.9627
1.000 0.9621
1.618 0.9610
2.618 0.9593
4.250 0.9566
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 0.9648 0.9648
PP 0.9647 0.9647
S1 0.9647 0.9647

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

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