CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 0.9450 0.9470 0.0020 0.2% 0.9518
High 0.9470 0.9470 0.0000 0.0% 0.9527
Low 0.9438 0.9468 0.0030 0.3% 0.9438
Close 0.9459 0.9468 0.0009 0.1% 0.9459
Range 0.0032 0.0002 -0.0030 -93.8% 0.0089
ATR
Volume 5 22 17 340.0% 14
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9475 0.9473 0.9469
R3 0.9473 0.9471 0.9469
R2 0.9471 0.9471 0.9468
R1 0.9469 0.9469 0.9468 0.9469
PP 0.9469 0.9469 0.9469 0.9469
S1 0.9467 0.9467 0.9468 0.9467
S2 0.9467 0.9467 0.9468
S3 0.9465 0.9465 0.9467
S4 0.9463 0.9463 0.9467
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9742 0.9689 0.9508
R3 0.9653 0.9600 0.9483
R2 0.9564 0.9564 0.9475
R1 0.9511 0.9511 0.9467 0.9493
PP 0.9475 0.9475 0.9475 0.9466
S1 0.9422 0.9422 0.9451 0.9404
S2 0.9386 0.9386 0.9443
S3 0.9297 0.9333 0.9435
S4 0.9208 0.9244 0.9410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9527 0.9438 0.0089 0.9% 0.0015 0.2% 34% False False 7
10 0.9527 0.9438 0.0089 0.9% 0.0011 0.1% 34% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9475
1.618 0.9473
1.000 0.9472
0.618 0.9471
HIGH 0.9470
0.618 0.9469
0.500 0.9469
0.382 0.9469
LOW 0.9468
0.618 0.9467
1.000 0.9466
1.618 0.9465
2.618 0.9463
4.250 0.9460
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 0.9469 0.9476
PP 0.9469 0.9473
S1 0.9468 0.9471

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

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