CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 0.9638 0.9644 0.0006 0.1% 0.9657
High 0.9655 0.9675 0.0020 0.2% 0.9700
Low 0.9638 0.9635 -0.0003 0.0% 0.9619
Close 0.9648 0.9671 0.0023 0.2% 0.9671
Range 0.0017 0.0040 0.0023 135.3% 0.0081
ATR 0.0040 0.0040 0.0000 0.1% 0.0000
Volume 188 126 -62 -33.0% 606
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9780 0.9766 0.9693
R3 0.9740 0.9726 0.9682
R2 0.9700 0.9700 0.9678
R1 0.9686 0.9686 0.9675 0.9693
PP 0.9660 0.9660 0.9660 0.9664
S1 0.9646 0.9646 0.9667 0.9653
S2 0.9620 0.9620 0.9664
S3 0.9580 0.9606 0.9660
S4 0.9540 0.9566 0.9649
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9906 0.9870 0.9716
R3 0.9825 0.9789 0.9693
R2 0.9744 0.9744 0.9686
R1 0.9708 0.9708 0.9678 0.9726
PP 0.9663 0.9663 0.9663 0.9673
S1 0.9627 0.9627 0.9664 0.9645
S2 0.9582 0.9582 0.9656
S3 0.9501 0.9546 0.9649
S4 0.9420 0.9465 0.9626
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% 0.0034 0.4% 64% False False 121
10 0.9700 0.9619 0.0081 0.8% 0.0030 0.3% 64% False False 105
20 0.9775 0.9563 0.0212 2.2% 0.0037 0.4% 51% False False 149
40 0.9775 0.9420 0.0355 3.7% 0.0037 0.4% 71% False False 111
60 0.9775 0.9420 0.0355 3.7% 0.0033 0.3% 71% False False 84
80 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 75% False False 78
100 0.9777 0.9360 0.0417 4.3% 0.0033 0.3% 75% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9845
2.618 0.9780
1.618 0.9740
1.000 0.9715
0.618 0.9700
HIGH 0.9675
0.618 0.9660
0.500 0.9655
0.382 0.9650
LOW 0.9635
0.618 0.9610
1.000 0.9595
1.618 0.9570
2.618 0.9530
4.250 0.9465
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 0.9666 0.9663
PP 0.9660 0.9655
S1 0.9655 0.9647

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

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