CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 0.9470 0.9466 -0.0004 0.0% 0.9518
High 0.9470 0.9466 -0.0004 0.0% 0.9527
Low 0.9468 0.9457 -0.0011 -0.1% 0.9438
Close 0.9468 0.9457 -0.0011 -0.1% 0.9459
Range 0.0002 0.0009 0.0007 350.0% 0.0089
ATR 0.0000 0.0024 0.0024 0.0000
Volume 22 5 -17 -77.3% 14
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9487 0.9481 0.9462
R3 0.9478 0.9472 0.9459
R2 0.9469 0.9469 0.9459
R1 0.9463 0.9463 0.9458 0.9462
PP 0.9460 0.9460 0.9460 0.9459
S1 0.9454 0.9454 0.9456 0.9453
S2 0.9451 0.9451 0.9455
S3 0.9442 0.9445 0.9455
S4 0.9433 0.9436 0.9452
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% 0.0013 0.1% 21% False False 7
10 0.9527 0.9438 0.0089 0.9% 0.0010 0.1% 21% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9504
2.618 0.9490
1.618 0.9481
1.000 0.9475
0.618 0.9472
HIGH 0.9466
0.618 0.9463
0.500 0.9462
0.382 0.9460
LOW 0.9457
0.618 0.9451
1.000 0.9448
1.618 0.9442
2.618 0.9433
4.250 0.9419
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 0.9462 0.9456
PP 0.9460 0.9455
S1 0.9459 0.9454

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

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