CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 0.8986 0.8967 -0.0019 -0.2% 0.9088
High 0.8986 0.9018 0.0032 0.4% 0.9115
Low 0.8925 0.8963 0.0038 0.4% 0.8925
Close 0.8967 0.9006 0.0039 0.4% 0.9006
Range 0.0061 0.0055 -0.0006 -9.8% 0.0190
ATR 0.0061 0.0061 0.0000 -0.7% 0.0000
Volume 283 482 199 70.3% 1,228
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9161 0.9138 0.9036
R3 0.9106 0.9083 0.9021
R2 0.9051 0.9051 0.9016
R1 0.9028 0.9028 0.9011 0.9040
PP 0.8996 0.8996 0.8996 0.9001
S1 0.8973 0.8973 0.9001 0.8985
S2 0.8941 0.8941 0.8996
S3 0.8886 0.8918 0.8991
S4 0.8831 0.8863 0.8976
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9585 0.9486 0.9111
R3 0.9395 0.9296 0.9058
R2 0.9205 0.9205 0.9041
R1 0.9106 0.9106 0.9023 0.9061
PP 0.9015 0.9015 0.9015 0.8993
S1 0.8916 0.8916 0.8989 0.8871
S2 0.8825 0.8825 0.8971
S3 0.8635 0.8726 0.8954
S4 0.8445 0.8536 0.8902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9115 0.8925 0.0190 2.1% 0.0064 0.7% 43% False False 272
10 0.9190 0.8925 0.0265 2.9% 0.0062 0.7% 31% False False 274
20 0.9405 0.8925 0.0480 5.3% 0.0061 0.7% 17% False False 236
40 0.9450 0.8925 0.0525 5.8% 0.0051 0.6% 15% False False 216
60 0.9551 0.8925 0.0626 7.0% 0.0041 0.5% 13% False False 156
80 0.9678 0.8925 0.0753 8.4% 0.0034 0.4% 11% False False 121
100 0.9726 0.8925 0.0801 8.9% 0.0030 0.3% 10% False False 100
120 0.9726 0.8925 0.0801 8.9% 0.0027 0.3% 10% False False 89
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9252
2.618 0.9162
1.618 0.9107
1.000 0.9073
0.618 0.9052
HIGH 0.9018
0.618 0.8997
0.500 0.8991
0.382 0.8984
LOW 0.8963
0.618 0.8929
1.000 0.8908
1.618 0.8874
2.618 0.8819
4.250 0.8729
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 0.9001 0.9010
PP 0.8996 0.9009
S1 0.8991 0.9007

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

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