CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 0.9519 0.9551 0.0032 0.3% 0.9525
High 0.9534 0.9551 0.0017 0.2% 0.9546
Low 0.9515 0.9531 0.0016 0.2% 0.9475
Close 0.9534 0.9541 0.0007 0.1% 0.9534
Range 0.0019 0.0020 0.0001 5.3% 0.0071
ATR 0.0032 0.0031 -0.0001 -2.6% 0.0000
Volume 41 56 15 36.6% 141
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9601 0.9591 0.9552
R3 0.9581 0.9571 0.9547
R2 0.9561 0.9561 0.9545
R1 0.9551 0.9551 0.9543 0.9546
PP 0.9541 0.9541 0.9541 0.9539
S1 0.9531 0.9531 0.9539 0.9526
S2 0.9521 0.9521 0.9537
S3 0.9501 0.9511 0.9536
S4 0.9481 0.9491 0.9530
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 0.9551 0.9475 0.0076 0.8% 0.0024 0.2% 87% True False 32
10 0.9678 0.9475 0.0203 2.1% 0.0018 0.2% 33% False False 25
20 0.9678 0.9475 0.0203 2.1% 0.0016 0.2% 33% False False 17
40 0.9726 0.9475 0.0251 2.6% 0.0015 0.2% 26% False False 21
60 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 43% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9636
2.618 0.9603
1.618 0.9583
1.000 0.9571
0.618 0.9563
HIGH 0.9551
0.618 0.9543
0.500 0.9541
0.382 0.9539
LOW 0.9531
0.618 0.9519
1.000 0.9511
1.618 0.9499
2.618 0.9479
4.250 0.9446
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 0.9541 0.9538
PP 0.9541 0.9536
S1 0.9541 0.9533

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

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