CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 0.9541 0.9519 -0.0022 -0.2% 0.9525
High 0.9546 0.9534 -0.0012 -0.1% 0.9546
Low 0.9528 0.9515 -0.0013 -0.1% 0.9475
Close 0.9541 0.9534 -0.0007 -0.1% 0.9534
Range 0.0018 0.0019 0.0001 5.6% 0.0071
ATR 0.0032 0.0032 0.0000 -1.4% 0.0000
Volume 15 41 26 173.3% 141
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9585 0.9578 0.9544
R3 0.9566 0.9559 0.9539
R2 0.9547 0.9547 0.9537
R1 0.9540 0.9540 0.9536 0.9544
PP 0.9528 0.9528 0.9528 0.9529
S1 0.9521 0.9521 0.9532 0.9525
S2 0.9509 0.9509 0.9531
S3 0.9490 0.9502 0.9529
S4 0.9471 0.9483 0.9524
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9731 0.9704 0.9573
R3 0.9660 0.9633 0.9554
R2 0.9589 0.9589 0.9547
R1 0.9562 0.9562 0.9541 0.9576
PP 0.9518 0.9518 0.9518 0.9525
S1 0.9491 0.9491 0.9527 0.9505
S2 0.9447 0.9447 0.9521
S3 0.9376 0.9420 0.9514
S4 0.9305 0.9349 0.9495
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% 0.0021 0.2% 83% False False 28
10 0.9678 0.9475 0.0203 2.1% 0.0017 0.2% 29% False False 20
20 0.9678 0.9475 0.0203 2.1% 0.0015 0.2% 29% False False 15
40 0.9726 0.9475 0.0251 2.6% 0.0015 0.2% 24% False False 20
60 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 41% False False 22
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9615
2.618 0.9584
1.618 0.9565
1.000 0.9553
0.618 0.9546
HIGH 0.9534
0.618 0.9527
0.500 0.9525
0.382 0.9522
LOW 0.9515
0.618 0.9503
1.000 0.9496
1.618 0.9484
2.618 0.9465
4.250 0.9434
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 0.9531 0.9526
PP 0.9528 0.9518
S1 0.9525 0.9511

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

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