CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 0.9453 0.9487 0.0034 0.4% 0.9470
High 0.9468 0.9497 0.0029 0.3% 0.9497
Low 0.9453 0.9487 0.0034 0.4% 0.9453
Close 0.9465 0.9497 0.0032 0.3% 0.9497
Range 0.0015 0.0010 -0.0005 -33.3% 0.0044
ATR 0.0024 0.0025 0.0001 2.2% 0.0000
Volume 16 5 -11 -68.8% 51
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9524 0.9520 0.9503
R3 0.9514 0.9510 0.9500
R2 0.9504 0.9504 0.9499
R1 0.9500 0.9500 0.9498 0.9502
PP 0.9494 0.9494 0.9494 0.9495
S1 0.9490 0.9490 0.9496 0.9492
S2 0.9484 0.9484 0.9495
S3 0.9474 0.9480 0.9494
S4 0.9464 0.9470 0.9492
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9614 0.9600 0.9521
R3 0.9570 0.9556 0.9509
R2 0.9526 0.9526 0.9505
R1 0.9512 0.9512 0.9501 0.9519
PP 0.9482 0.9482 0.9482 0.9486
S1 0.9468 0.9468 0.9493 0.9475
S2 0.9438 0.9438 0.9489
S3 0.9394 0.9424 0.9485
S4 0.9350 0.9380 0.9473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9497 0.9453 0.0044 0.5% 0.0011 0.1% 100% True False 10
10 0.9527 0.9438 0.0089 0.9% 0.0013 0.1% 66% False False 6
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9540
2.618 0.9523
1.618 0.9513
1.000 0.9507
0.618 0.9503
HIGH 0.9497
0.618 0.9493
0.500 0.9492
0.382 0.9491
LOW 0.9487
0.618 0.9481
1.000 0.9477
1.618 0.9471
2.618 0.9461
4.250 0.9445
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 0.9495 0.9490
PP 0.9494 0.9482
S1 0.9492 0.9475

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

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