CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 0.9518 0.9507 -0.0011 -0.1% 0.9650
High 0.9528 0.9507 -0.0021 -0.2% 0.9678
Low 0.9498 0.9475 -0.0023 -0.2% 0.9507
Close 0.9505 0.9488 -0.0017 -0.2% 0.9512
Range 0.0030 0.0032 0.0002 6.7% 0.0171
ATR 0.0030 0.0030 0.0000 0.5% 0.0000
Volume 5 45 40 800.0% 61
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9586 0.9569 0.9506
R3 0.9554 0.9537 0.9497
R2 0.9522 0.9522 0.9494
R1 0.9505 0.9505 0.9491 0.9498
PP 0.9490 0.9490 0.9490 0.9486
S1 0.9473 0.9473 0.9485 0.9466
S2 0.9458 0.9458 0.9482
S3 0.9426 0.9441 0.9479
S4 0.9394 0.9409 0.9470
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 0.9541 0.9475 0.0066 0.7% 0.0019 0.2% 20% False True 25
10 0.9678 0.9475 0.0203 2.1% 0.0016 0.2% 6% False True 15
20 0.9678 0.9475 0.0203 2.1% 0.0015 0.2% 6% False True 13
40 0.9726 0.9456 0.0270 2.8% 0.0015 0.2% 12% False False 18
60 0.9726 0.9400 0.0326 3.4% 0.0014 0.2% 27% False False 22
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 0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9643
2.618 0.9591
1.618 0.9559
1.000 0.9539
0.618 0.9527
HIGH 0.9507
0.618 0.9495
0.500 0.9491
0.382 0.9487
LOW 0.9475
0.618 0.9455
1.000 0.9443
1.618 0.9423
2.618 0.9391
4.250 0.9339
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 0.9491 0.9502
PP 0.9490 0.9497
S1 0.9489 0.9493

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

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