CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 0.9431 0.9413 -0.0018 -0.2% 0.9442
High 0.9431 0.9430 -0.0001 0.0% 0.9472
Low 0.9430 0.9413 -0.0017 -0.2% 0.9413
Close 0.9430 0.9430 0.0000 0.0% 0.9430
Range 0.0001 0.0017 0.0016 1,600.0% 0.0059
ATR 0.0037 0.0035 -0.0001 -3.8% 0.0000
Volume 1 5 4 400.0% 74
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9475 0.9470 0.9439
R3 0.9458 0.9453 0.9435
R2 0.9441 0.9441 0.9433
R1 0.9436 0.9436 0.9432 0.9439
PP 0.9424 0.9424 0.9424 0.9426
S1 0.9419 0.9419 0.9428 0.9422
S2 0.9407 0.9407 0.9427
S3 0.9390 0.9402 0.9425
S4 0.9373 0.9385 0.9421
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9615 0.9582 0.9462
R3 0.9556 0.9523 0.9446
R2 0.9497 0.9497 0.9441
R1 0.9464 0.9464 0.9435 0.9451
PP 0.9438 0.9438 0.9438 0.9432
S1 0.9405 0.9405 0.9425 0.9392
S2 0.9379 0.9379 0.9419
S3 0.9320 0.9346 0.9414
S4 0.9261 0.9287 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9472 0.9413 0.0059 0.6% 0.0008 0.1% 29% False True 14
10 0.9611 0.9400 0.0211 2.2% 0.0015 0.2% 14% False False 9
20 0.9658 0.9400 0.0258 2.7% 0.0015 0.2% 12% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9502
2.618 0.9475
1.618 0.9458
1.000 0.9447
0.618 0.9441
HIGH 0.9430
0.618 0.9424
0.500 0.9422
0.382 0.9419
LOW 0.9413
0.618 0.9402
1.000 0.9396
1.618 0.9385
2.618 0.9368
4.250 0.9341
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 0.9427 0.9443
PP 0.9424 0.9438
S1 0.9422 0.9434

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

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