CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 0.9333 0.9358 0.0025 0.3% 0.9410
High 0.9365 0.9406 0.0041 0.4% 0.9415
Low 0.9274 0.9357 0.0083 0.9% 0.9274
Close 0.9340 0.9388 0.0048 0.5% 0.9340
Range 0.0091 0.0049 -0.0042 -46.2% 0.0141
ATR 0.0046 0.0047 0.0001 3.2% 0.0000
Volume 193 452 259 134.2% 1,390
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9531 0.9508 0.9415
R3 0.9482 0.9459 0.9401
R2 0.9433 0.9433 0.9397
R1 0.9410 0.9410 0.9392 0.9422
PP 0.9384 0.9384 0.9384 0.9389
S1 0.9361 0.9361 0.9384 0.9373
S2 0.9335 0.9335 0.9379
S3 0.9286 0.9312 0.9375
S4 0.9237 0.9263 0.9361
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9766 0.9694 0.9418
R3 0.9625 0.9553 0.9379
R2 0.9484 0.9484 0.9366
R1 0.9412 0.9412 0.9353 0.9378
PP 0.9343 0.9343 0.9343 0.9326
S1 0.9271 0.9271 0.9327 0.9237
S2 0.9202 0.9202 0.9314
S3 0.9061 0.9130 0.9301
S4 0.8920 0.8989 0.9262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9407 0.9274 0.0133 1.4% 0.0060 0.6% 86% False False 332
10 0.9423 0.9274 0.0149 1.6% 0.0052 0.6% 77% False False 237
20 0.9450 0.9274 0.0176 1.9% 0.0042 0.5% 65% False False 180
40 0.9551 0.9274 0.0277 3.0% 0.0031 0.3% 41% False False 106
60 0.9678 0.9274 0.0404 4.3% 0.0025 0.3% 28% False False 75
80 0.9726 0.9274 0.0452 4.8% 0.0022 0.2% 25% False False 61
100 0.9726 0.9274 0.0452 4.8% 0.0021 0.2% 25% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9614
2.618 0.9534
1.618 0.9485
1.000 0.9455
0.618 0.9436
HIGH 0.9406
0.618 0.9387
0.500 0.9382
0.382 0.9376
LOW 0.9357
0.618 0.9327
1.000 0.9308
1.618 0.9278
2.618 0.9229
4.250 0.9149
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 0.9386 0.9372
PP 0.9384 0.9356
S1 0.9382 0.9340

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

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