CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 0.9358 0.9380 0.0022 0.2% 0.9410
High 0.9406 0.9382 -0.0024 -0.3% 0.9415
Low 0.9357 0.9367 0.0010 0.1% 0.9274
Close 0.9388 0.9382 -0.0006 -0.1% 0.9340
Range 0.0049 0.0015 -0.0034 -69.4% 0.0141
ATR 0.0047 0.0045 -0.0002 -4.0% 0.0000
Volume 452 411 -41 -9.1% 1,390
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9422 0.9417 0.9390
R3 0.9407 0.9402 0.9386
R2 0.9392 0.9392 0.9385
R1 0.9387 0.9387 0.9383 0.9390
PP 0.9377 0.9377 0.9377 0.9378
S1 0.9372 0.9372 0.9381 0.9375
S2 0.9362 0.9362 0.9379
S3 0.9347 0.9357 0.9378
S4 0.9332 0.9342 0.9374
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 0.9406 0.9274 0.0132 1.4% 0.0057 0.6% 82% False False 393
10 0.9423 0.9274 0.0149 1.6% 0.0050 0.5% 72% False False 272
20 0.9450 0.9274 0.0176 1.9% 0.0042 0.4% 61% False False 196
40 0.9551 0.9274 0.0277 3.0% 0.0031 0.3% 39% False False 115
60 0.9678 0.9274 0.0404 4.3% 0.0025 0.3% 27% False False 82
80 0.9726 0.9274 0.0452 4.8% 0.0022 0.2% 24% False False 66
100 0.9726 0.9274 0.0452 4.8% 0.0021 0.2% 24% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9446
2.618 0.9421
1.618 0.9406
1.000 0.9397
0.618 0.9391
HIGH 0.9382
0.618 0.9376
0.500 0.9375
0.382 0.9373
LOW 0.9367
0.618 0.9358
1.000 0.9352
1.618 0.9343
2.618 0.9328
4.250 0.9303
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 0.9380 0.9368
PP 0.9377 0.9354
S1 0.9375 0.9340

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

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