CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 0.9639 0.9630 -0.0009 -0.1% 0.9643
High 0.9639 0.9630 -0.0009 -0.1% 0.9649
Low 0.9639 0.9581 -0.0058 -0.6% 0.9613
Close 0.9639 0.9581 -0.0058 -0.6% 0.9649
Range 0.0000 0.0049 0.0049 0.0036
ATR 0.0024 0.0026 0.0002 10.2% 0.0000
Volume 20 20 0 0.0% 136
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9744 0.9712 0.9608
R3 0.9695 0.9663 0.9594
R2 0.9646 0.9646 0.9590
R1 0.9614 0.9614 0.9585 0.9606
PP 0.9597 0.9597 0.9597 0.9593
S1 0.9565 0.9565 0.9577 0.9557
S2 0.9548 0.9548 0.9572
S3 0.9499 0.9516 0.9568
S4 0.9450 0.9467 0.9554
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 0.9581 0.0068 0.7% 0.0017 0.2% 0% False True 32
10 0.9649 0.9581 0.0068 0.7% 0.0012 0.1% 0% False True 18
20 0.9726 0.9581 0.0145 1.5% 0.0016 0.2% 0% False True 25
40 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 56% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9838
2.618 0.9758
1.618 0.9709
1.000 0.9679
0.618 0.9660
HIGH 0.9630
0.618 0.9611
0.500 0.9606
0.382 0.9600
LOW 0.9581
0.618 0.9551
1.000 0.9532
1.618 0.9502
2.618 0.9453
4.250 0.9373
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 0.9606 0.9615
PP 0.9597 0.9604
S1 0.9589 0.9592

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

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