CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 0.9647 0.9635 -0.0012 -0.1% 0.9624
High 0.9647 0.9635 -0.0012 -0.1% 0.9726
Low 0.9647 0.9635 -0.0012 -0.1% 0.9624
Close 0.9647 0.9635 -0.0012 -0.1% 0.9651
Range
ATR 0.0033 0.0031 -0.0001 -4.5% 0.0000
Volume 8 4 -4 -50.0% 202
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9635 0.9635 0.9635
R3 0.9635 0.9635 0.9635
R2 0.9635 0.9635 0.9635
R1 0.9635 0.9635 0.9635 0.9635
PP 0.9635 0.9635 0.9635 0.9635
S1 0.9635 0.9635 0.9635 0.9635
S2 0.9635 0.9635 0.9635
S3 0.9635 0.9635 0.9635
S4 0.9635 0.9635 0.9635
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9973 0.9914 0.9707
R3 0.9871 0.9812 0.9679
R2 0.9769 0.9769 0.9670
R1 0.9710 0.9710 0.9660 0.9740
PP 0.9667 0.9667 0.9667 0.9682
S1 0.9608 0.9608 0.9642 0.9638
S2 0.9565 0.9565 0.9632
S3 0.9463 0.9506 0.9623
S4 0.9361 0.9404 0.9595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9715 0.9635 0.0080 0.8% 0.0010 0.1% 0% False True 23
10 0.9726 0.9608 0.0118 1.2% 0.0017 0.2% 23% False False 31
20 0.9726 0.9413 0.0313 3.2% 0.0014 0.1% 71% False False 18
40 0.9726 0.9400 0.0326 3.4% 0.0016 0.2% 72% False False 24
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9635
2.618 0.9635
1.618 0.9635
1.000 0.9635
0.618 0.9635
HIGH 0.9635
0.618 0.9635
0.500 0.9635
0.382 0.9635
LOW 0.9635
0.618 0.9635
1.000 0.9635
1.618 0.9635
2.618 0.9635
4.250 0.9635
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 0.9635 0.9652
PP 0.9635 0.9646
S1 0.9635 0.9641

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

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