CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 0.9635 0.9614 -0.0021 -0.2% 0.9624
High 0.9635 0.9636 0.0001 0.0% 0.9726
Low 0.9635 0.9614 -0.0021 -0.2% 0.9624
Close 0.9635 0.9636 0.0001 0.0% 0.9651
Range 0.0000 0.0022 0.0022 0.0102
ATR 0.0031 0.0031 -0.0001 -2.1% 0.0000
Volume 4 1 -3 -75.0% 202
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9695 0.9687 0.9648
R3 0.9673 0.9665 0.9642
R2 0.9651 0.9651 0.9640
R1 0.9643 0.9643 0.9638 0.9647
PP 0.9629 0.9629 0.9629 0.9631
S1 0.9621 0.9621 0.9634 0.9625
S2 0.9607 0.9607 0.9632
S3 0.9585 0.9599 0.9630
S4 0.9563 0.9577 0.9624
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 0.9668 0.9614 0.0054 0.6% 0.0008 0.1% 41% False True 3
10 0.9726 0.9608 0.0118 1.2% 0.0020 0.2% 24% False False 26
20 0.9726 0.9413 0.0313 3.2% 0.0016 0.2% 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 True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9730
2.618 0.9694
1.618 0.9672
1.000 0.9658
0.618 0.9650
HIGH 0.9636
0.618 0.9628
0.500 0.9625
0.382 0.9622
LOW 0.9614
0.618 0.9600
1.000 0.9592
1.618 0.9578
2.618 0.9556
4.250 0.9521
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 0.9632 0.9634
PP 0.9629 0.9632
S1 0.9625 0.9631

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

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