CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 0.9360 0.9323 -0.0037 -0.4% 0.9319
High 0.9360 0.9377 0.0017 0.2% 0.9384
Low 0.9334 0.9323 -0.0011 -0.1% 0.9310
Close 0.9334 0.9377 0.0043 0.5% 0.9377
Range 0.0026 0.0054 0.0028 107.7% 0.0074
ATR 0.0029 0.0031 0.0002 6.2% 0.0000
Volume 23 166 143 621.7% 228
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9521 0.9503 0.9407
R3 0.9467 0.9449 0.9392
R2 0.9413 0.9413 0.9387
R1 0.9395 0.9395 0.9382 0.9404
PP 0.9359 0.9359 0.9359 0.9364
S1 0.9341 0.9341 0.9372 0.9350
S2 0.9305 0.9305 0.9367
S3 0.9251 0.9287 0.9362
S4 0.9197 0.9233 0.9347
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9579 0.9552 0.9418
R3 0.9505 0.9478 0.9397
R2 0.9431 0.9431 0.9391
R1 0.9404 0.9404 0.9384 0.9418
PP 0.9357 0.9357 0.9357 0.9364
S1 0.9330 0.9330 0.9370 0.9344
S2 0.9283 0.9283 0.9363
S3 0.9209 0.9256 0.9357
S4 0.9135 0.9182 0.9336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9384 0.9310 0.0074 0.8% 0.0031 0.3% 91% False False 45
10 0.9384 0.9286 0.0098 1.0% 0.0022 0.2% 93% False False 53
20 0.9514 0.9286 0.0228 2.4% 0.0022 0.2% 40% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 36 trading days
Fibonacci Retracements and Extensions
4.250 0.9607
2.618 0.9518
1.618 0.9464
1.000 0.9431
0.618 0.9410
HIGH 0.9377
0.618 0.9356
0.500 0.9350
0.382 0.9344
LOW 0.9323
0.618 0.9290
1.000 0.9269
1.618 0.9236
2.618 0.9182
4.250 0.9094
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 0.9368 0.9369
PP 0.9359 0.9361
S1 0.9350 0.9354

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

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