CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 0.9291 0.9305 0.0014 0.2% 0.9417
High 0.9295 0.9335 0.0040 0.4% 0.9421
Low 0.9286 0.9305 0.0019 0.2% 0.9343
Close 0.9295 0.9328 0.0033 0.4% 0.9343
Range 0.0009 0.0030 0.0021 233.3% 0.0078
ATR 0.0029 0.0029 0.0001 2.8% 0.0000
Volume 168 55 -113 -67.3% 113
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9413 0.9400 0.9345
R3 0.9383 0.9370 0.9336
R2 0.9353 0.9353 0.9334
R1 0.9340 0.9340 0.9331 0.9347
PP 0.9323 0.9323 0.9323 0.9326
S1 0.9310 0.9310 0.9325 0.9317
S2 0.9293 0.9293 0.9323
S3 0.9263 0.9280 0.9320
S4 0.9233 0.9250 0.9312
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 0.9385 0.9286 0.0099 1.1% 0.0020 0.2% 42% False False 59
10 0.9450 0.9286 0.0164 1.8% 0.0023 0.2% 26% False False 42
20 0.9514 0.9286 0.0228 2.4% 0.0018 0.2% 18% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9463
2.618 0.9414
1.618 0.9384
1.000 0.9365
0.618 0.9354
HIGH 0.9335
0.618 0.9324
0.500 0.9320
0.382 0.9316
LOW 0.9305
0.618 0.9286
1.000 0.9275
1.618 0.9256
2.618 0.9226
4.250 0.9178
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 0.9325 0.9322
PP 0.9323 0.9316
S1 0.9320 0.9311

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

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