CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 0.9643 0.9637 -0.0006 -0.1% 0.9651
High 0.9643 0.9637 -0.0006 -0.1% 0.9668
Low 0.9643 0.9622 -0.0021 -0.2% 0.9614
Close 0.9643 0.9622 -0.0021 -0.2% 0.9646
Range 0.0000 0.0015 0.0015 0.0054
ATR 0.0027 0.0027 0.0000 -1.7% 0.0000
Volume 7 7 0 0.0% 19
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9672 0.9662 0.9630
R3 0.9657 0.9647 0.9626
R2 0.9642 0.9642 0.9625
R1 0.9632 0.9632 0.9623 0.9630
PP 0.9627 0.9627 0.9627 0.9626
S1 0.9617 0.9617 0.9621 0.9615
S2 0.9612 0.9612 0.9619
S3 0.9597 0.9602 0.9618
S4 0.9582 0.9587 0.9614
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9805 0.9779 0.9676
R3 0.9751 0.9725 0.9661
R2 0.9697 0.9697 0.9656
R1 0.9671 0.9671 0.9651 0.9657
PP 0.9643 0.9643 0.9643 0.9636
S1 0.9617 0.9617 0.9641 0.9603
S2 0.9589 0.9589 0.9636
S3 0.9535 0.9563 0.9631
S4 0.9481 0.9509 0.9616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9646 0.9614 0.0032 0.3% 0.0007 0.1% 25% False False 4
10 0.9726 0.9614 0.0112 1.2% 0.0019 0.2% 7% False False 13
20 0.9726 0.9456 0.0270 2.8% 0.0015 0.2% 61% False False 18
40 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 68% False False 25
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9701
2.618 0.9676
1.618 0.9661
1.000 0.9652
0.618 0.9646
HIGH 0.9637
0.618 0.9631
0.500 0.9630
0.382 0.9628
LOW 0.9622
0.618 0.9613
1.000 0.9607
1.618 0.9598
2.618 0.9583
4.250 0.9558
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 0.9630 0.9634
PP 0.9627 0.9630
S1 0.9625 0.9626

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

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