CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 0.8972 0.8996 0.0024 0.3% 0.9007
High 0.9019 0.9024 0.0005 0.1% 0.9033
Low 0.8969 0.8965 -0.0004 0.0% 0.8885
Close 0.9002 0.9000 -0.0002 0.0% 0.8959
Range 0.0050 0.0059 0.0009 18.0% 0.0148
ATR 0.0063 0.0062 0.0000 -0.4% 0.0000
Volume 357 199 -158 -44.3% 1,026
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9173 0.9146 0.9032
R3 0.9114 0.9087 0.9016
R2 0.9055 0.9055 0.9011
R1 0.9028 0.9028 0.9005 0.9042
PP 0.8996 0.8996 0.8996 0.9003
S1 0.8969 0.8969 0.8995 0.8983
S2 0.8937 0.8937 0.8989
S3 0.8878 0.8910 0.8984
S4 0.8819 0.8851 0.8968
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9403 0.9329 0.9040
R3 0.9255 0.9181 0.9000
R2 0.9107 0.9107 0.8986
R1 0.9033 0.9033 0.8973 0.8996
PP 0.8959 0.8959 0.8959 0.8941
S1 0.8885 0.8885 0.8945 0.8848
S2 0.8811 0.8811 0.8932
S3 0.8663 0.8737 0.8918
S4 0.8515 0.8589 0.8878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9026 0.8885 0.0141 1.6% 0.0063 0.7% 82% False False 283
10 0.9033 0.8885 0.0148 1.6% 0.0063 0.7% 78% False False 280
20 0.9252 0.8885 0.0367 4.1% 0.0062 0.7% 31% False False 289
40 0.9423 0.8885 0.0538 6.0% 0.0057 0.6% 21% False False 247
60 0.9545 0.8885 0.0660 7.3% 0.0047 0.5% 17% False False 184
80 0.9678 0.8885 0.0793 8.8% 0.0039 0.4% 15% False False 143
100 0.9726 0.8885 0.0841 9.3% 0.0034 0.4% 14% False False 120
120 0.9726 0.8885 0.0841 9.3% 0.0031 0.3% 14% False False 101
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 False
3BNR True
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 0.9275
2.618 0.9178
1.618 0.9119
1.000 0.9083
0.618 0.9060
HIGH 0.9024
0.618 0.9001
0.500 0.8995
0.382 0.8988
LOW 0.8965
0.618 0.8929
1.000 0.8906
1.618 0.8870
2.618 0.8811
4.250 0.8714
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 0.8998 0.8998
PP 0.8996 0.8996
S1 0.8995 0.8995

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

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