CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 0.9169 0.9226 0.0057 0.6% 0.9102
High 0.9240 0.9237 -0.0003 0.0% 0.9240
Low 0.9162 0.9153 -0.0009 -0.1% 0.9090
Close 0.9234 0.9165 -0.0069 -0.7% 0.9165
Range 0.0078 0.0084 0.0006 7.7% 0.0150
ATR 0.0048 0.0051 0.0003 5.2% 0.0000
Volume 55,717 71,125 15,408 27.7% 253,877
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9437 0.9385 0.9211
R3 0.9353 0.9301 0.9188
R2 0.9269 0.9269 0.9180
R1 0.9217 0.9217 0.9173 0.9201
PP 0.9185 0.9185 0.9185 0.9177
S1 0.9133 0.9133 0.9157 0.9117
S2 0.9101 0.9101 0.9150
S3 0.9017 0.9049 0.9142
S4 0.8933 0.8965 0.9119
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9615 0.9540 0.9248
R3 0.9465 0.9390 0.9206
R2 0.9315 0.9315 0.9193
R1 0.9240 0.9240 0.9179 0.9278
PP 0.9165 0.9165 0.9165 0.9184
S1 0.9090 0.9090 0.9151 0.9128
S2 0.9015 0.9015 0.9138
S3 0.8865 0.8940 0.9124
S4 0.8715 0.8790 0.9083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9240 0.9090 0.0150 1.6% 0.0059 0.6% 50% False False 50,775
10 0.9240 0.9047 0.0193 2.1% 0.0053 0.6% 61% False False 48,580
20 0.9240 0.9035 0.0205 2.2% 0.0045 0.5% 63% False False 42,948
40 0.9240 0.8845 0.0395 4.3% 0.0053 0.6% 81% False False 50,515
60 0.9240 0.8845 0.0395 4.3% 0.0055 0.6% 81% False False 36,644
80 0.9240 0.8845 0.0395 4.3% 0.0056 0.6% 81% False False 27,555
100 0.9415 0.8845 0.0570 6.2% 0.0057 0.6% 56% False False 22,095
120 0.9545 0.8845 0.0700 7.6% 0.0052 0.6% 46% False False 18,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.9594
2.618 0.9457
1.618 0.9373
1.000 0.9321
0.618 0.9289
HIGH 0.9237
0.618 0.9205
0.500 0.9195
0.382 0.9185
LOW 0.9153
0.618 0.9101
1.000 0.9069
1.618 0.9017
2.618 0.8933
4.250 0.8796
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 0.9195 0.9197
PP 0.9185 0.9186
S1 0.9175 0.9176

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

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