CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 0.9340 0.9322 -0.0018 -0.2% 0.9417
High 0.9345 0.9324 -0.0021 -0.2% 0.9421
Low 0.9337 0.9315 -0.0022 -0.2% 0.9343
Close 0.9337 0.9324 -0.0013 -0.1% 0.9343
Range 0.0008 0.0009 0.0001 12.5% 0.0078
ATR 0.0028 0.0028 0.0000 -1.6% 0.0000
Volume 39 19 -20 -51.3% 113
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9348 0.9345 0.9329
R3 0.9339 0.9336 0.9326
R2 0.9330 0.9330 0.9326
R1 0.9327 0.9327 0.9325 0.9329
PP 0.9321 0.9321 0.9321 0.9322
S1 0.9318 0.9318 0.9323 0.9320
S2 0.9312 0.9312 0.9322
S3 0.9303 0.9309 0.9322
S4 0.9294 0.9300 0.9319
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9603 0.9551 0.9386
R3 0.9525 0.9473 0.9364
R2 0.9447 0.9447 0.9357
R1 0.9395 0.9395 0.9350 0.9382
PP 0.9369 0.9369 0.9369 0.9363
S1 0.9317 0.9317 0.9336 0.9304
S2 0.9291 0.9291 0.9329
S3 0.9213 0.9239 0.9322
S4 0.9135 0.9161 0.9300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9414 0.9315 0.0099 1.1% 0.0023 0.2% 9% False True 27
10 0.9500 0.9315 0.0185 2.0% 0.0022 0.2% 5% False True 20
20 0.9527 0.9315 0.0212 2.3% 0.0018 0.2% 4% False True 14
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 0.9362
2.618 0.9348
1.618 0.9339
1.000 0.9333
0.618 0.9330
HIGH 0.9324
0.618 0.9321
0.500 0.9320
0.382 0.9318
LOW 0.9315
0.618 0.9309
1.000 0.9306
1.618 0.9300
2.618 0.9291
4.250 0.9277
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 0.9323 0.9350
PP 0.9321 0.9341
S1 0.9320 0.9333

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

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