CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 0.9538 0.9516 -0.0022 -0.2% 0.9650
High 0.9541 0.9523 -0.0018 -0.2% 0.9678
Low 0.9530 0.9507 -0.0023 -0.2% 0.9507
Close 0.9536 0.9512 -0.0024 -0.3% 0.9512
Range 0.0011 0.0016 0.0005 45.5% 0.0171
ATR 0.0031 0.0031 0.0000 -0.5% 0.0000
Volume 16 27 11 68.8% 61
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9562 0.9553 0.9521
R3 0.9546 0.9537 0.9516
R2 0.9530 0.9530 0.9515
R1 0.9521 0.9521 0.9513 0.9518
PP 0.9514 0.9514 0.9514 0.9512
S1 0.9505 0.9505 0.9511 0.9502
S2 0.9498 0.9498 0.9509
S3 0.9482 0.9489 0.9508
S4 0.9466 0.9473 0.9503
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0079 0.9966 0.9606
R3 0.9908 0.9795 0.9559
R2 0.9737 0.9737 0.9543
R1 0.9624 0.9624 0.9528 0.9595
PP 0.9566 0.9566 0.9566 0.9551
S1 0.9453 0.9453 0.9496 0.9424
S2 0.9395 0.9395 0.9481
S3 0.9224 0.9282 0.9465
S4 0.9053 0.9111 0.9418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9678 0.9507 0.0171 1.8% 0.0014 0.1% 3% False True 12
10 0.9678 0.9507 0.0171 1.8% 0.0009 0.1% 3% False True 7
20 0.9678 0.9507 0.0171 1.8% 0.0013 0.1% 3% False True 15
40 0.9726 0.9413 0.0313 3.3% 0.0014 0.1% 32% False False 16
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 34% 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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9591
2.618 0.9565
1.618 0.9549
1.000 0.9539
0.618 0.9533
HIGH 0.9523
0.618 0.9517
0.500 0.9515
0.382 0.9513
LOW 0.9507
0.618 0.9497
1.000 0.9491
1.618 0.9481
2.618 0.9465
4.250 0.9439
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 0.9515 0.9543
PP 0.9514 0.9533
S1 0.9513 0.9522

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

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