CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 0.9056 0.9063 0.0007 0.1% 0.8970
High 0.9081 0.9101 0.0020 0.2% 0.9090
Low 0.9046 0.9044 -0.0002 0.0% 0.8963
Close 0.9067 0.9085 0.0018 0.2% 0.9036
Range 0.0035 0.0057 0.0022 62.9% 0.0127
ATR 0.0061 0.0060 0.0000 -0.4% 0.0000
Volume 593 419 -174 -29.3% 1,382
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9248 0.9223 0.9116
R3 0.9191 0.9166 0.9101
R2 0.9134 0.9134 0.9095
R1 0.9109 0.9109 0.9090 0.9122
PP 0.9077 0.9077 0.9077 0.9083
S1 0.9052 0.9052 0.9080 0.9065
S2 0.9020 0.9020 0.9075
S3 0.8963 0.8995 0.9069
S4 0.8906 0.8938 0.9054
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9411 0.9350 0.9106
R3 0.9284 0.9223 0.9071
R2 0.9157 0.9157 0.9059
R1 0.9096 0.9096 0.9048 0.9127
PP 0.9030 0.9030 0.9030 0.9045
S1 0.8969 0.8969 0.9024 0.9000
S2 0.8903 0.8903 0.9013
S3 0.8776 0.8842 0.9001
S4 0.8649 0.8715 0.8966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9101 0.8992 0.0109 1.2% 0.0057 0.6% 85% True False 439
10 0.9101 0.8885 0.0216 2.4% 0.0062 0.7% 93% True False 352
20 0.9136 0.8885 0.0251 2.8% 0.0061 0.7% 80% False False 296
40 0.9407 0.8885 0.0522 5.7% 0.0060 0.7% 38% False False 279
60 0.9545 0.8885 0.0660 7.3% 0.0051 0.6% 30% False False 219
80 0.9678 0.8885 0.0793 8.7% 0.0042 0.5% 25% False False 172
100 0.9678 0.8885 0.0793 8.7% 0.0036 0.4% 25% False False 140
120 0.9726 0.8885 0.0841 9.3% 0.0033 0.4% 24% False False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9343
2.618 0.9250
1.618 0.9193
1.000 0.9158
0.618 0.9136
HIGH 0.9101
0.618 0.9079
0.500 0.9073
0.382 0.9066
LOW 0.9044
0.618 0.9009
1.000 0.8987
1.618 0.8952
2.618 0.8895
4.250 0.8802
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 0.9081 0.9072
PP 0.9077 0.9059
S1 0.9073 0.9047

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

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