CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 0.9018 0.9056 0.0038 0.4% 0.8970
High 0.9060 0.9081 0.0021 0.2% 0.9090
Low 0.8992 0.9046 0.0054 0.6% 0.8963
Close 0.9054 0.9067 0.0013 0.1% 0.9036
Range 0.0068 0.0035 -0.0033 -48.5% 0.0127
ATR 0.0063 0.0061 -0.0002 -3.1% 0.0000
Volume 188 593 405 215.4% 1,382
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9170 0.9153 0.9086
R3 0.9135 0.9118 0.9077
R2 0.9100 0.9100 0.9073
R1 0.9083 0.9083 0.9070 0.9092
PP 0.9065 0.9065 0.9065 0.9069
S1 0.9048 0.9048 0.9064 0.9057
S2 0.9030 0.9030 0.9061
S3 0.8995 0.9013 0.9057
S4 0.8960 0.8978 0.9048
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 0.9090 0.8964 0.0126 1.4% 0.0057 0.6% 82% False False 379
10 0.9090 0.8885 0.0205 2.3% 0.0060 0.7% 89% False False 331
20 0.9136 0.8885 0.0251 2.8% 0.0060 0.7% 73% False False 288
40 0.9415 0.8885 0.0530 5.8% 0.0059 0.6% 34% False False 273
60 0.9545 0.8885 0.0660 7.3% 0.0050 0.5% 28% False False 213
80 0.9678 0.8885 0.0793 8.7% 0.0042 0.5% 23% False False 167
100 0.9678 0.8885 0.0793 8.7% 0.0036 0.4% 23% False False 136
120 0.9726 0.8885 0.0841 9.3% 0.0033 0.4% 22% False False 117
Crabel Price Patterns
NR True
NR4 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9230
2.618 0.9173
1.618 0.9138
1.000 0.9116
0.618 0.9103
HIGH 0.9081
0.618 0.9068
0.500 0.9064
0.382 0.9059
LOW 0.9046
0.618 0.9024
1.000 0.9011
1.618 0.8989
2.618 0.8954
4.250 0.8897
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 0.9066 0.9057
PP 0.9065 0.9047
S1 0.9064 0.9037

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

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