CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 0.9325 0.9319 -0.0006 -0.1% 0.9340
High 0.9325 0.9337 0.0012 0.1% 0.9345
Low 0.9313 0.9310 -0.0003 0.0% 0.9286
Close 0.9314 0.9334 0.0020 0.2% 0.9314
Range 0.0012 0.0027 0.0015 125.0% 0.0059
ATR 0.0028 0.0028 0.0000 -0.3% 0.0000
Volume 27 21 -6 -22.2% 308
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9408 0.9398 0.9349
R3 0.9381 0.9371 0.9341
R2 0.9354 0.9354 0.9339
R1 0.9344 0.9344 0.9336 0.9349
PP 0.9327 0.9327 0.9327 0.9330
S1 0.9317 0.9317 0.9332 0.9322
S2 0.9300 0.9300 0.9329
S3 0.9273 0.9290 0.9327
S4 0.9246 0.9263 0.9319
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9492 0.9462 0.9346
R3 0.9433 0.9403 0.9330
R2 0.9374 0.9374 0.9325
R1 0.9344 0.9344 0.9319 0.9330
PP 0.9315 0.9315 0.9315 0.9308
S1 0.9285 0.9285 0.9309 0.9271
S2 0.9256 0.9256 0.9303
S3 0.9197 0.9226 0.9298
S4 0.9138 0.9167 0.9282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9337 0.9286 0.0051 0.5% 0.0017 0.2% 94% True False 58
10 0.9421 0.9286 0.0135 1.4% 0.0023 0.2% 36% False False 44
20 0.9514 0.9286 0.0228 2.4% 0.0018 0.2% 21% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9452
2.618 0.9408
1.618 0.9381
1.000 0.9364
0.618 0.9354
HIGH 0.9337
0.618 0.9327
0.500 0.9324
0.382 0.9320
LOW 0.9310
0.618 0.9293
1.000 0.9283
1.618 0.9266
2.618 0.9239
4.250 0.9195
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 0.9331 0.9330
PP 0.9327 0.9325
S1 0.9324 0.9321

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

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