CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 0.9487 0.9512 0.0025 0.3% 0.9470
High 0.9497 0.9514 0.0017 0.2% 0.9497
Low 0.9487 0.9512 0.0025 0.3% 0.9453
Close 0.9497 0.9514 0.0017 0.2% 0.9497
Range 0.0010 0.0002 -0.0008 -80.0% 0.0044
ATR 0.0025 0.0024 -0.0001 -2.3% 0.0000
Volume 5 18 13 260.0% 51
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9519 0.9519 0.9515
R3 0.9517 0.9517 0.9515
R2 0.9515 0.9515 0.9514
R1 0.9515 0.9515 0.9514 0.9515
PP 0.9513 0.9513 0.9513 0.9514
S1 0.9513 0.9513 0.9514 0.9513
S2 0.9511 0.9511 0.9514
S3 0.9509 0.9511 0.9513
S4 0.9507 0.9509 0.9513
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 0.9514 0.9453 0.0061 0.6% 0.0011 0.1% 100% True False 9
10 0.9527 0.9438 0.0089 0.9% 0.0013 0.1% 85% False False 8
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 0.9523
2.618 0.9519
1.618 0.9517
1.000 0.9516
0.618 0.9515
HIGH 0.9514
0.618 0.9513
0.500 0.9513
0.382 0.9513
LOW 0.9512
0.618 0.9511
1.000 0.9510
1.618 0.9509
2.618 0.9507
4.250 0.9504
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 0.9514 0.9504
PP 0.9513 0.9494
S1 0.9513 0.9484

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

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