CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 0.9456 0.9500 0.0044 0.5% 0.9426
High 0.9456 0.9563 0.0107 1.1% 0.9563
Low 0.9456 0.9500 0.0044 0.5% 0.9426
Close 0.9456 0.9550 0.0094 1.0% 0.9550
Range 0.0000 0.0063 0.0063 0.0137
ATR 0.0031 0.0037 0.0005 17.1% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9727 0.9701 0.9585
R3 0.9664 0.9638 0.9567
R2 0.9601 0.9601 0.9562
R1 0.9575 0.9575 0.9556 0.9588
PP 0.9538 0.9538 0.9538 0.9544
S1 0.9512 0.9512 0.9544 0.9525
S2 0.9475 0.9475 0.9538
S3 0.9412 0.9449 0.9533
S4 0.9349 0.9386 0.9515
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9924 0.9874 0.9625
R3 0.9787 0.9737 0.9588
R2 0.9650 0.9650 0.9575
R1 0.9600 0.9600 0.9563 0.9625
PP 0.9513 0.9513 0.9513 0.9526
S1 0.9463 0.9463 0.9537 0.9488
S2 0.9376 0.9376 0.9525
S3 0.9239 0.9326 0.9512
S4 0.9102 0.9189 0.9475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9563 0.9413 0.0150 1.6% 0.0016 0.2% 91% True False 2
10 0.9563 0.9400 0.0163 1.7% 0.0016 0.2% 92% True False 9
20 0.9658 0.9400 0.0258 2.7% 0.0013 0.1% 58% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9831
2.618 0.9728
1.618 0.9665
1.000 0.9626
0.618 0.9602
HIGH 0.9563
0.618 0.9539
0.500 0.9532
0.382 0.9524
LOW 0.9500
0.618 0.9461
1.000 0.9437
1.618 0.9398
2.618 0.9335
4.250 0.9232
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 0.9544 0.9537
PP 0.9538 0.9523
S1 0.9532 0.9510

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

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