CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 0.9491 0.9500 0.0009 0.1% 0.9551
High 0.9503 0.9500 -0.0003 0.0% 0.9551
Low 0.9491 0.9450 -0.0041 -0.4% 0.9469
Close 0.9503 0.9487 -0.0016 -0.2% 0.9481
Range 0.0012 0.0050 0.0038 316.7% 0.0082
ATR 0.0030 0.0031 0.0002 5.7% 0.0000
Volume 31 9 -22 -71.0% 262
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9629 0.9608 0.9515
R3 0.9579 0.9558 0.9501
R2 0.9529 0.9529 0.9496
R1 0.9508 0.9508 0.9492 0.9494
PP 0.9479 0.9479 0.9479 0.9472
S1 0.9458 0.9458 0.9482 0.9444
S2 0.9429 0.9429 0.9478
S3 0.9379 0.9408 0.9473
S4 0.9329 0.9358 0.9460
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 0.9503 0.9450 0.0053 0.6% 0.0022 0.2% 70% False True 27
10 0.9551 0.9450 0.0101 1.1% 0.0018 0.2% 37% False True 41
20 0.9678 0.9450 0.0228 2.4% 0.0018 0.2% 16% False True 29
40 0.9678 0.9450 0.0228 2.4% 0.0014 0.1% 16% False True 21
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 27% False False 21
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 0.0001
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.9713
2.618 0.9631
1.618 0.9581
1.000 0.9550
0.618 0.9531
HIGH 0.9500
0.618 0.9481
0.500 0.9475
0.382 0.9469
LOW 0.9450
0.618 0.9419
1.000 0.9400
1.618 0.9369
2.618 0.9319
4.250 0.9238
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 0.9483 0.9484
PP 0.9479 0.9480
S1 0.9475 0.9477

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

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