CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 0.9626 0.9617 -0.0009 -0.1% 0.9643
High 0.9626 0.9649 0.0023 0.2% 0.9649
Low 0.9626 0.9617 -0.0009 -0.1% 0.9613
Close 0.9626 0.9649 0.0023 0.2% 0.9649
Range 0.0000 0.0032 0.0032 0.0036
ATR 0.0024 0.0025 0.0001 2.2% 0.0000
Volume 1 2 1 100.0% 136
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9734 0.9724 0.9667
R3 0.9702 0.9692 0.9658
R2 0.9670 0.9670 0.9655
R1 0.9660 0.9660 0.9652 0.9665
PP 0.9638 0.9638 0.9638 0.9641
S1 0.9628 0.9628 0.9646 0.9633
S2 0.9606 0.9606 0.9643
S3 0.9574 0.9596 0.9640
S4 0.9542 0.9564 0.9631
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9745 0.9733 0.9669
R3 0.9709 0.9697 0.9659
R2 0.9673 0.9673 0.9656
R1 0.9661 0.9661 0.9652 0.9667
PP 0.9637 0.9637 0.9637 0.9640
S1 0.9625 0.9625 0.9646 0.9631
S2 0.9601 0.9601 0.9642
S3 0.9565 0.9589 0.9639
S4 0.9529 0.9553 0.9629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9649 0.9613 0.0036 0.4% 0.0010 0.1% 100% True False 27
10 0.9668 0.9613 0.0055 0.6% 0.0009 0.1% 65% False False 15
20 0.9726 0.9572 0.0154 1.6% 0.0014 0.1% 50% False False 24
40 0.9726 0.9400 0.0326 3.4% 0.0013 0.1% 76% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9785
2.618 0.9733
1.618 0.9701
1.000 0.9681
0.618 0.9669
HIGH 0.9649
0.618 0.9637
0.500 0.9633
0.382 0.9629
LOW 0.9617
0.618 0.9597
1.000 0.9585
1.618 0.9565
2.618 0.9533
4.250 0.9481
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 0.9644 0.9643
PP 0.9638 0.9637
S1 0.9633 0.9631

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

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