CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 0.9577 0.9609 0.0032 0.3% 0.9672
High 0.9635 0.9632 -0.0003 0.0% 0.9674
Low 0.9569 0.9607 0.0038 0.4% 0.9560
Close 0.9632 0.9623 -0.0009 -0.1% 0.9632
Range 0.0066 0.0025 -0.0041 -62.1% 0.0114
ATR 0.0042 0.0041 -0.0001 -2.9% 0.0000
Volume 299 259 -40 -13.4% 1,323
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9696 0.9684 0.9637
R3 0.9671 0.9659 0.9630
R2 0.9646 0.9646 0.9628
R1 0.9634 0.9634 0.9625 0.9640
PP 0.9621 0.9621 0.9621 0.9624
S1 0.9609 0.9609 0.9621 0.9615
S2 0.9596 0.9596 0.9618
S3 0.9571 0.9584 0.9616
S4 0.9546 0.9559 0.9609
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9964 0.9912 0.9695
R3 0.9850 0.9798 0.9663
R2 0.9736 0.9736 0.9653
R1 0.9684 0.9684 0.9642 0.9653
PP 0.9622 0.9622 0.9622 0.9607
S1 0.9570 0.9570 0.9622 0.9539
S2 0.9508 0.9508 0.9611
S3 0.9394 0.9456 0.9601
S4 0.9280 0.9342 0.9569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9560 0.0098 1.0% 0.0045 0.5% 64% False False 255
10 0.9675 0.9560 0.0115 1.2% 0.0038 0.4% 55% False False 214
20 0.9775 0.9560 0.0215 2.2% 0.0040 0.4% 29% False False 164
40 0.9775 0.9420 0.0355 3.7% 0.0038 0.4% 57% False False 131
60 0.9775 0.9420 0.0355 3.7% 0.0036 0.4% 57% False False 108
80 0.9775 0.9360 0.0415 4.3% 0.0035 0.4% 63% False False 97
100 0.9777 0.9360 0.0417 4.3% 0.0034 0.4% 63% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9738
2.618 0.9697
1.618 0.9672
1.000 0.9657
0.618 0.9647
HIGH 0.9632
0.618 0.9622
0.500 0.9620
0.382 0.9617
LOW 0.9607
0.618 0.9592
1.000 0.9582
1.618 0.9567
2.618 0.9542
4.250 0.9501
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 0.9622 0.9615
PP 0.9621 0.9606
S1 0.9620 0.9598

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

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