CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 0.9450 0.9426 -0.0024 -0.3% 0.9512
High 0.9450 0.9426 -0.0024 -0.3% 0.9514
Low 0.9427 0.9405 -0.0022 -0.2% 0.9405
Close 0.9427 0.9425 -0.0002 0.0% 0.9425
Range 0.0023 0.0021 -0.0002 -8.7% 0.0109
ATR 0.0029 0.0028 0.0000 -1.6% 0.0000
Volume 15 11 -4 -26.7% 51
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9482 0.9474 0.9437
R3 0.9461 0.9453 0.9431
R2 0.9440 0.9440 0.9429
R1 0.9432 0.9432 0.9427 0.9426
PP 0.9419 0.9419 0.9419 0.9415
S1 0.9411 0.9411 0.9423 0.9405
S2 0.9398 0.9398 0.9421
S3 0.9377 0.9390 0.9419
S4 0.9356 0.9369 0.9413
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9775 0.9709 0.9485
R3 0.9666 0.9600 0.9455
R2 0.9557 0.9557 0.9445
R1 0.9491 0.9491 0.9435 0.9470
PP 0.9448 0.9448 0.9448 0.9437
S1 0.9382 0.9382 0.9415 0.9361
S2 0.9339 0.9339 0.9405
S3 0.9230 0.9273 0.9395
S4 0.9121 0.9164 0.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9514 0.9405 0.0109 1.2% 0.0015 0.2% 18% False True 10
10 0.9514 0.9405 0.0109 1.2% 0.0013 0.1% 18% False True 10
20 0.9527 0.9405 0.0122 1.3% 0.0012 0.1% 16% False True 7
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9515
2.618 0.9481
1.618 0.9460
1.000 0.9447
0.618 0.9439
HIGH 0.9426
0.618 0.9418
0.500 0.9416
0.382 0.9413
LOW 0.9405
0.618 0.9392
1.000 0.9384
1.618 0.9371
2.618 0.9350
4.250 0.9316
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 0.9422 0.9453
PP 0.9419 0.9443
S1 0.9416 0.9434

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

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