CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 0.9340 0.9325 -0.0015 -0.2% 0.9440
High 0.9351 0.9325 -0.0026 -0.3% 0.9450
Low 0.9330 0.9300 -0.0030 -0.3% 0.9364
Close 0.9344 0.9316 -0.0028 -0.3% 0.9364
Range 0.0021 0.0025 0.0004 19.0% 0.0086
ATR 0.0034 0.0034 0.0001 2.2% 0.0000
Volume 40 116 76 190.0% 264
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9389 0.9377 0.9330
R3 0.9364 0.9352 0.9323
R2 0.9339 0.9339 0.9321
R1 0.9327 0.9327 0.9318 0.9321
PP 0.9314 0.9314 0.9314 0.9310
S1 0.9302 0.9302 0.9314 0.9296
S2 0.9289 0.9289 0.9311
S3 0.9264 0.9277 0.9309
S4 0.9239 0.9252 0.9302
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 0.9435 0.9300 0.0135 1.4% 0.0033 0.3% 12% False True 69
10 0.9522 0.9300 0.0222 2.4% 0.0027 0.3% 7% False True 52
20 0.9549 0.9300 0.0249 2.7% 0.0022 0.2% 6% False True 45
40 0.9678 0.9300 0.0378 4.1% 0.0019 0.2% 4% False True 31
60 0.9726 0.9300 0.0426 4.6% 0.0018 0.2% 4% False True 29
80 0.9726 0.9300 0.0426 4.6% 0.0016 0.2% 4% False True 26
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 0.9431
2.618 0.9390
1.618 0.9365
1.000 0.9350
0.618 0.9340
HIGH 0.9325
0.618 0.9315
0.500 0.9313
0.382 0.9310
LOW 0.9300
0.618 0.9285
1.000 0.9275
1.618 0.9260
2.618 0.9235
4.250 0.9194
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 0.9315 0.9330
PP 0.9314 0.9325
S1 0.9313 0.9321

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

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