CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 0.9660 0.9650 -0.0010 -0.1% 0.9601
High 0.9661 0.9669 0.0008 0.1% 0.9669
Low 0.9659 0.9650 -0.0009 -0.1% 0.9576
Close 0.9661 0.9655 -0.0006 -0.1% 0.9655
Range 0.0002 0.0019 0.0017 850.0% 0.0093
ATR 0.0028 0.0027 -0.0001 -2.3% 0.0000
Volume 2 4 2 100.0% 11
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9715 0.9704 0.9665
R3 0.9696 0.9685 0.9660
R2 0.9677 0.9677 0.9658
R1 0.9666 0.9666 0.9657 0.9672
PP 0.9658 0.9658 0.9658 0.9661
S1 0.9647 0.9647 0.9653 0.9653
S2 0.9639 0.9639 0.9652
S3 0.9620 0.9628 0.9650
S4 0.9601 0.9609 0.9645
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9912 0.9877 0.9706
R3 0.9819 0.9784 0.9681
R2 0.9726 0.9726 0.9672
R1 0.9691 0.9691 0.9664 0.9709
PP 0.9633 0.9633 0.9633 0.9642
S1 0.9598 0.9598 0.9646 0.9616
S2 0.9540 0.9540 0.9638
S3 0.9447 0.9505 0.9629
S4 0.9354 0.9412 0.9604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9669 0.9576 0.0093 1.0% 0.0005 0.0% 85% True False 2
10 0.9669 0.9551 0.0118 1.2% 0.0014 0.1% 88% True False 11
20 0.9669 0.9551 0.0118 1.2% 0.0011 0.1% 88% True False 13
40 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 78% False False 17
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 0.9750
2.618 0.9719
1.618 0.9700
1.000 0.9688
0.618 0.9681
HIGH 0.9669
0.618 0.9662
0.500 0.9660
0.382 0.9657
LOW 0.9650
0.618 0.9638
1.000 0.9631
1.618 0.9619
2.618 0.9600
4.250 0.9569
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 0.9660 0.9652
PP 0.9658 0.9648
S1 0.9657 0.9645

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

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