CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 0.9499 0.9450 -0.0049 -0.5% 0.9470
High 0.9500 0.9450 -0.0050 -0.5% 0.9497
Low 0.9490 0.9427 -0.0063 -0.7% 0.9453
Close 0.9491 0.9427 -0.0064 -0.7% 0.9497
Range 0.0010 0.0023 0.0013 130.0% 0.0044
ATR 0.0026 0.0029 0.0003 10.6% 0.0000
Volume 4 15 11 275.0% 51
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9504 0.9488 0.9440
R3 0.9481 0.9465 0.9433
R2 0.9458 0.9458 0.9431
R1 0.9442 0.9442 0.9429 0.9439
PP 0.9435 0.9435 0.9435 0.9433
S1 0.9419 0.9419 0.9425 0.9416
S2 0.9412 0.9412 0.9423
S3 0.9389 0.9396 0.9421
S4 0.9366 0.9373 0.9414
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 0.9427 0.0087 0.9% 0.0013 0.1% 0% False True 9
10 0.9514 0.9427 0.0087 0.9% 0.0014 0.2% 0% False True 9
20 0.9527 0.9427 0.0100 1.1% 0.0012 0.1% 0% False True 7
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 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9548
2.618 0.9510
1.618 0.9487
1.000 0.9473
0.618 0.9464
HIGH 0.9450
0.618 0.9441
0.500 0.9439
0.382 0.9436
LOW 0.9427
0.618 0.9413
1.000 0.9404
1.618 0.9390
2.618 0.9367
4.250 0.9329
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9439 0.9464
PP 0.9435 0.9451
S1 0.9431 0.9439

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

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