CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 0.9435 0.9394 -0.0041 -0.4% 0.9440
High 0.9435 0.9416 -0.0019 -0.2% 0.9450
Low 0.9385 0.9364 -0.0021 -0.2% 0.9364
Close 0.9389 0.9364 -0.0025 -0.3% 0.9364
Range 0.0050 0.0052 0.0002 4.0% 0.0086
ATR 0.0034 0.0035 0.0001 3.8% 0.0000
Volume 31 96 65 209.7% 264
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9537 0.9503 0.9393
R3 0.9485 0.9451 0.9378
R2 0.9433 0.9433 0.9374
R1 0.9399 0.9399 0.9369 0.9390
PP 0.9381 0.9381 0.9381 0.9377
S1 0.9347 0.9347 0.9359 0.9338
S2 0.9329 0.9329 0.9354
S3 0.9277 0.9295 0.9350
S4 0.9225 0.9243 0.9335
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9651 0.9593 0.9411
R3 0.9565 0.9507 0.9388
R2 0.9479 0.9479 0.9380
R1 0.9421 0.9421 0.9372 0.9407
PP 0.9393 0.9393 0.9393 0.9386
S1 0.9335 0.9335 0.9356 0.9321
S2 0.9307 0.9307 0.9348
S3 0.9221 0.9249 0.9340
S4 0.9135 0.9163 0.9317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9450 0.9364 0.0086 0.9% 0.0036 0.4% 0% False True 55
10 0.9545 0.9364 0.0181 1.9% 0.0026 0.3% 0% False True 37
20 0.9551 0.9364 0.0187 2.0% 0.0022 0.2% 0% False True 39
40 0.9678 0.9364 0.0314 3.4% 0.0019 0.2% 0% False True 26
60 0.9726 0.9364 0.0362 3.9% 0.0018 0.2% 0% False True 26
80 0.9726 0.9364 0.0362 3.9% 0.0016 0.2% 0% False True 26
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 51 trading days
Fibonacci Retracements and Extensions
4.250 0.9637
2.618 0.9552
1.618 0.9500
1.000 0.9468
0.618 0.9448
HIGH 0.9416
0.618 0.9396
0.500 0.9390
0.382 0.9384
LOW 0.9364
0.618 0.9332
1.000 0.9312
1.618 0.9280
2.618 0.9228
4.250 0.9143
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 0.9390 0.9407
PP 0.9381 0.9393
S1 0.9373 0.9378

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

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