CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 0.9575 0.9538 -0.0037 -0.4% 0.9601
High 0.9579 0.9541 -0.0038 -0.4% 0.9669
Low 0.9565 0.9530 -0.0035 -0.4% 0.9576
Close 0.9565 0.9536 -0.0029 -0.3% 0.9655
Range 0.0014 0.0011 -0.0003 -21.4% 0.0093
ATR 0.0031 0.0031 0.0000 0.9% 0.0000
Volume 6 16 10 166.7% 11
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9569 0.9563 0.9542
R3 0.9558 0.9552 0.9539
R2 0.9547 0.9547 0.9538
R1 0.9541 0.9541 0.9537 0.9539
PP 0.9536 0.9536 0.9536 0.9534
S1 0.9530 0.9530 0.9535 0.9528
S2 0.9525 0.9525 0.9534
S3 0.9514 0.9519 0.9533
S4 0.9503 0.9508 0.9530
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 0.9530 0.0148 1.6% 0.0014 0.1% 4% False True 7
10 0.9678 0.9530 0.0148 1.6% 0.0011 0.1% 4% False True 5
20 0.9678 0.9530 0.0148 1.6% 0.0012 0.1% 4% False True 14
40 0.9726 0.9413 0.0313 3.3% 0.0014 0.1% 39% False False 16
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 42% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9588
2.618 0.9570
1.618 0.9559
1.000 0.9552
0.618 0.9548
HIGH 0.9541
0.618 0.9537
0.500 0.9536
0.382 0.9534
LOW 0.9530
0.618 0.9523
1.000 0.9519
1.618 0.9512
2.618 0.9501
4.250 0.9483
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 0.9536 0.9604
PP 0.9536 0.9581
S1 0.9536 0.9559

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

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