CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 0.9520 0.9502 -0.0018 -0.2% 0.9551
High 0.9526 0.9502 -0.0024 -0.3% 0.9551
Low 0.9520 0.9469 -0.0051 -0.5% 0.9469
Close 0.9520 0.9481 -0.0039 -0.4% 0.9481
Range 0.0006 0.0033 0.0027 450.0% 0.0082
ATR 0.0031 0.0033 0.0001 4.4% 0.0000
Volume 52 19 -33 -63.5% 262
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9583 0.9565 0.9499
R3 0.9550 0.9532 0.9490
R2 0.9517 0.9517 0.9487
R1 0.9499 0.9499 0.9484 0.9492
PP 0.9484 0.9484 0.9484 0.9480
S1 0.9466 0.9466 0.9478 0.9459
S2 0.9451 0.9451 0.9475
S3 0.9418 0.9433 0.9472
S4 0.9385 0.9400 0.9463
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9746 0.9696 0.9526
R3 0.9664 0.9614 0.9504
R2 0.9582 0.9582 0.9496
R1 0.9532 0.9532 0.9489 0.9516
PP 0.9500 0.9500 0.9500 0.9493
S1 0.9450 0.9450 0.9473 0.9434
S2 0.9418 0.9418 0.9466
S3 0.9336 0.9368 0.9458
S4 0.9254 0.9286 0.9436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9551 0.9469 0.0082 0.9% 0.0017 0.2% 15% False True 52
10 0.9551 0.9469 0.0082 0.9% 0.0019 0.2% 15% False True 40
20 0.9678 0.9469 0.0209 2.2% 0.0014 0.1% 6% False True 23
40 0.9726 0.9469 0.0257 2.7% 0.0016 0.2% 5% False True 23
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 25% False False 19
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 0.0002
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9642
2.618 0.9588
1.618 0.9555
1.000 0.9535
0.618 0.9522
HIGH 0.9502
0.618 0.9489
0.500 0.9486
0.382 0.9482
LOW 0.9469
0.618 0.9449
1.000 0.9436
1.618 0.9416
2.618 0.9383
4.250 0.9329
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 0.9486 0.9509
PP 0.9484 0.9500
S1 0.9483 0.9490

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

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