CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 0.9507 0.9541 0.0034 0.4% 0.9650
High 0.9507 0.9546 0.0039 0.4% 0.9678
Low 0.9475 0.9528 0.0053 0.6% 0.9507
Close 0.9488 0.9541 0.0053 0.6% 0.9512
Range 0.0032 0.0018 -0.0014 -43.8% 0.0171
ATR 0.0030 0.0032 0.0002 6.6% 0.0000
Volume 45 15 -30 -66.7% 61
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9592 0.9585 0.9551
R3 0.9574 0.9567 0.9546
R2 0.9556 0.9556 0.9544
R1 0.9549 0.9549 0.9543 0.9550
PP 0.9538 0.9538 0.9538 0.9539
S1 0.9531 0.9531 0.9539 0.9532
S2 0.9520 0.9520 0.9538
S3 0.9502 0.9513 0.9536
S4 0.9484 0.9495 0.9531
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 0.9546 0.9475 0.0071 0.7% 0.0020 0.2% 93% True False 25
10 0.9678 0.9475 0.0203 2.1% 0.0017 0.2% 33% False False 16
20 0.9678 0.9475 0.0203 2.1% 0.0016 0.2% 33% False False 13
40 0.9726 0.9475 0.0251 2.6% 0.0016 0.2% 26% False False 19
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 43% False False 22
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9623
2.618 0.9593
1.618 0.9575
1.000 0.9564
0.618 0.9557
HIGH 0.9546
0.618 0.9539
0.500 0.9537
0.382 0.9535
LOW 0.9528
0.618 0.9517
1.000 0.9510
1.618 0.9499
2.618 0.9481
4.250 0.9452
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 0.9540 0.9531
PP 0.9538 0.9521
S1 0.9537 0.9511

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

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