CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 0.9463 0.9456 -0.0007 -0.1% 0.9442
High 0.9463 0.9456 -0.0007 -0.1% 0.9472
Low 0.9463 0.9456 -0.0007 -0.1% 0.9413
Close 0.9463 0.9456 -0.0007 -0.1% 0.9430
Range
ATR 0.0033 0.0031 -0.0002 -5.6% 0.0000
Volume 1 2 1 100.0% 74
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9456 0.9456 0.9456
R3 0.9456 0.9456 0.9456
R2 0.9456 0.9456 0.9456
R1 0.9456 0.9456 0.9456 0.9456
PP 0.9456 0.9456 0.9456 0.9456
S1 0.9456 0.9456 0.9456 0.9456
S2 0.9456 0.9456 0.9456
S3 0.9456 0.9456 0.9456
S4 0.9456 0.9456 0.9456
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 0.9463 0.9413 0.0050 0.5% 0.0004 0.0% 86% False False 2
10 0.9472 0.9400 0.0072 0.8% 0.0010 0.1% 78% False False 9
20 0.9658 0.9400 0.0258 2.7% 0.0012 0.1% 22% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.9456
2.618 0.9456
1.618 0.9456
1.000 0.9456
0.618 0.9456
HIGH 0.9456
0.618 0.9456
0.500 0.9456
0.382 0.9456
LOW 0.9456
0.618 0.9456
1.000 0.9456
1.618 0.9456
2.618 0.9456
4.250 0.9456
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 0.9456 0.9452
PP 0.9456 0.9448
S1 0.9456 0.9445

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

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