CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 0.9624 0.9630 0.0006 0.1% 0.9572
High 0.9624 0.9654 0.0030 0.3% 0.9625
Low 0.9624 0.9630 0.0006 0.1% 0.9572
Close 0.9624 0.9651 0.0027 0.3% 0.9608
Range 0.0000 0.0024 0.0024 0.0053
ATR 0.0030 0.0030 0.0000 0.0% 0.0000
Volume 48 48 0 0.0% 135
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9717 0.9708 0.9664
R3 0.9693 0.9684 0.9658
R2 0.9669 0.9669 0.9655
R1 0.9660 0.9660 0.9653 0.9665
PP 0.9645 0.9645 0.9645 0.9647
S1 0.9636 0.9636 0.9649 0.9641
S2 0.9621 0.9621 0.9647
S3 0.9597 0.9612 0.9644
S4 0.9573 0.9588 0.9638
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9761 0.9737 0.9637
R3 0.9708 0.9684 0.9623
R2 0.9655 0.9655 0.9618
R1 0.9631 0.9631 0.9613 0.9643
PP 0.9602 0.9602 0.9602 0.9608
S1 0.9578 0.9578 0.9603 0.9590
S2 0.9549 0.9549 0.9598
S3 0.9496 0.9525 0.9593
S4 0.9443 0.9472 0.9579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9654 0.9601 0.0053 0.5% 0.0010 0.1% 94% True False 41
10 0.9654 0.9456 0.0198 2.1% 0.0012 0.1% 98% True False 23
20 0.9654 0.9400 0.0254 2.6% 0.0013 0.1% 99% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9756
2.618 0.9717
1.618 0.9693
1.000 0.9678
0.618 0.9669
HIGH 0.9654
0.618 0.9645
0.500 0.9642
0.382 0.9639
LOW 0.9630
0.618 0.9615
1.000 0.9606
1.618 0.9591
2.618 0.9567
4.250 0.9528
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 0.9648 0.9644
PP 0.9645 0.9638
S1 0.9642 0.9631

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

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