CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 0.9534 0.9517 -0.0017 -0.2% 0.9568
High 0.9540 0.9525 -0.0015 -0.2% 0.9583
Low 0.9489 0.9510 0.0021 0.2% 0.9489
Close 0.9504 0.9513 0.0009 0.1% 0.9504
Range 0.0051 0.0015 -0.0036 -70.6% 0.0094
ATR 0.0043 0.0041 -0.0002 -3.6% 0.0000
Volume 495 382 -113 -22.8% 1,191
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9561 0.9552 0.9521
R3 0.9546 0.9537 0.9517
R2 0.9531 0.9531 0.9516
R1 0.9522 0.9522 0.9514 0.9519
PP 0.9516 0.9516 0.9516 0.9515
S1 0.9507 0.9507 0.9512 0.9504
S2 0.9501 0.9501 0.9510
S3 0.9486 0.9492 0.9509
S4 0.9471 0.9477 0.9505
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9807 0.9750 0.9556
R3 0.9713 0.9656 0.9530
R2 0.9619 0.9619 0.9521
R1 0.9562 0.9562 0.9513 0.9544
PP 0.9525 0.9525 0.9525 0.9516
S1 0.9468 0.9468 0.9495 0.9450
S2 0.9431 0.9431 0.9487
S3 0.9337 0.9374 0.9478
S4 0.9243 0.9280 0.9452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9576 0.9489 0.0087 0.9% 0.0038 0.4% 28% False False 265
10 0.9583 0.9489 0.0094 1.0% 0.0038 0.4% 26% False False 282
20 0.9700 0.9489 0.0211 2.2% 0.0041 0.4% 11% False False 303
40 0.9775 0.9489 0.0286 3.0% 0.0040 0.4% 8% False False 234
60 0.9775 0.9420 0.0355 3.7% 0.0039 0.4% 26% False False 188
80 0.9775 0.9420 0.0355 3.7% 0.0037 0.4% 26% False False 157
100 0.9775 0.9360 0.0415 4.4% 0.0036 0.4% 37% False False 138
120 0.9777 0.9360 0.0417 4.4% 0.0035 0.4% 37% False False 118
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 0.0008
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9589
2.618 0.9564
1.618 0.9549
1.000 0.9540
0.618 0.9534
HIGH 0.9525
0.618 0.9519
0.500 0.9518
0.382 0.9516
LOW 0.9510
0.618 0.9501
1.000 0.9495
1.618 0.9486
2.618 0.9471
4.250 0.9446
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 0.9518 0.9533
PP 0.9516 0.9526
S1 0.9515 0.9520

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

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