CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 0.9322 0.9291 -0.0031 -0.3% 0.9417
High 0.9324 0.9295 -0.0029 -0.3% 0.9421
Low 0.9315 0.9286 -0.0029 -0.3% 0.9343
Close 0.9324 0.9295 -0.0029 -0.3% 0.9343
Range 0.0009 0.0009 0.0000 0.0% 0.0078
ATR 0.0028 0.0029 0.0001 2.6% 0.0000
Volume 19 168 149 784.2% 113
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9319 0.9316 0.9300
R3 0.9310 0.9307 0.9297
R2 0.9301 0.9301 0.9297
R1 0.9298 0.9298 0.9296 0.9300
PP 0.9292 0.9292 0.9292 0.9293
S1 0.9289 0.9289 0.9294 0.9291
S2 0.9283 0.9283 0.9293
S3 0.9274 0.9280 0.9293
S4 0.9265 0.9271 0.9290
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 0.9286 0.0128 1.4% 0.0023 0.2% 7% False True 49
10 0.9500 0.9286 0.0214 2.3% 0.0021 0.2% 4% False True 36
20 0.9527 0.9286 0.0241 2.6% 0.0017 0.2% 4% False True 22
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9333
2.618 0.9319
1.618 0.9310
1.000 0.9304
0.618 0.9301
HIGH 0.9295
0.618 0.9292
0.500 0.9291
0.382 0.9289
LOW 0.9286
0.618 0.9280
1.000 0.9277
1.618 0.9271
2.618 0.9262
4.250 0.9248
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 0.9294 0.9316
PP 0.9292 0.9309
S1 0.9291 0.9302

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

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