CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 0.9650 0.9678 0.0028 0.3% 0.9601
High 0.9660 0.9678 0.0018 0.2% 0.9669
Low 0.9650 0.9661 0.0011 0.1% 0.9576
Close 0.9652 0.9661 0.0009 0.1% 0.9655
Range 0.0010 0.0017 0.0007 70.0% 0.0093
ATR 0.0026 0.0026 0.0000 0.0% 0.0000
Volume 6 6 0 0.0% 11
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9718 0.9706 0.9670
R3 0.9701 0.9689 0.9666
R2 0.9684 0.9684 0.9664
R1 0.9672 0.9672 0.9663 0.9670
PP 0.9667 0.9667 0.9667 0.9665
S1 0.9655 0.9655 0.9659 0.9653
S2 0.9650 0.9650 0.9658
S3 0.9633 0.9638 0.9656
S4 0.9616 0.9621 0.9652
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 0.9678 0.9620 0.0058 0.6% 0.0010 0.1% 71% True False 3
10 0.9678 0.9551 0.0127 1.3% 0.0011 0.1% 87% True False 8
20 0.9678 0.9551 0.0127 1.3% 0.0012 0.1% 87% True False 13
40 0.9726 0.9413 0.0313 3.2% 0.0013 0.1% 79% False False 16
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 80% False False 21
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9750
2.618 0.9723
1.618 0.9706
1.000 0.9695
0.618 0.9689
HIGH 0.9678
0.618 0.9672
0.500 0.9670
0.382 0.9667
LOW 0.9661
0.618 0.9650
1.000 0.9644
1.618 0.9633
2.618 0.9616
4.250 0.9589
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 0.9670 0.9664
PP 0.9667 0.9663
S1 0.9664 0.9662

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

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