CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 0.9594 0.9601 0.0007 0.1% 0.9426
High 0.9596 0.9625 0.0029 0.3% 0.9563
Low 0.9594 0.9601 0.0007 0.1% 0.9426
Close 0.9596 0.9625 0.0029 0.3% 0.9550
Range 0.0002 0.0024 0.0022 1,100.0% 0.0137
ATR 0.0035 0.0035 0.0000 -1.2% 0.0000
Volume 5 16 11 220.0% 6
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9689 0.9681 0.9638
R3 0.9665 0.9657 0.9632
R2 0.9641 0.9641 0.9629
R1 0.9633 0.9633 0.9627 0.9637
PP 0.9617 0.9617 0.9617 0.9619
S1 0.9609 0.9609 0.9623 0.9613
S2 0.9593 0.9593 0.9621
S3 0.9569 0.9585 0.9618
S4 0.9545 0.9561 0.9612
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 0.9625 0.9456 0.0169 1.8% 0.0019 0.2% 100% True False 8
10 0.9625 0.9413 0.0212 2.2% 0.0012 0.1% 100% True False 5
20 0.9636 0.9400 0.0236 2.5% 0.0013 0.1% 95% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9688
1.618 0.9664
1.000 0.9649
0.618 0.9640
HIGH 0.9625
0.618 0.9616
0.500 0.9613
0.382 0.9610
LOW 0.9601
0.618 0.9586
1.000 0.9577
1.618 0.9562
2.618 0.9538
4.250 0.9499
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 0.9621 0.9616
PP 0.9617 0.9607
S1 0.9613 0.9599

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

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