CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 0.9366 0.9352 -0.0014 -0.1% 0.9383
High 0.9372 0.9363 -0.0009 -0.1% 0.9383
Low 0.9366 0.9350 -0.0016 -0.2% 0.9267
Close 0.9369 0.9363 -0.0006 -0.1% 0.9320
Range 0.0006 0.0013 0.0007 116.7% 0.0116
ATR 0.0037 0.0036 -0.0001 -3.5% 0.0000
Volume 38 2 -36 -94.7% 185
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9398 0.9393 0.9370
R3 0.9385 0.9380 0.9367
R2 0.9372 0.9372 0.9365
R1 0.9367 0.9367 0.9364 0.9370
PP 0.9359 0.9359 0.9359 0.9360
S1 0.9354 0.9354 0.9362 0.9357
S2 0.9346 0.9346 0.9361
S3 0.9333 0.9341 0.9359
S4 0.9320 0.9328 0.9356
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9671 0.9612 0.9384
R3 0.9555 0.9496 0.9352
R2 0.9439 0.9439 0.9341
R1 0.9380 0.9380 0.9331 0.9352
PP 0.9323 0.9323 0.9323 0.9309
S1 0.9264 0.9264 0.9309 0.9236
S2 0.9207 0.9207 0.9299
S3 0.9091 0.9148 0.9288
S4 0.8975 0.9032 0.9256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9372 0.9267 0.0105 1.1% 0.0036 0.4% 91% False False 36
10 0.9384 0.9267 0.0117 1.2% 0.0030 0.3% 82% False False 42
20 0.9414 0.9267 0.0147 1.6% 0.0026 0.3% 65% False False 42
40 0.9527 0.9267 0.0260 2.8% 0.0020 0.2% 37% False False 25
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9418
2.618 0.9397
1.618 0.9384
1.000 0.9376
0.618 0.9371
HIGH 0.9363
0.618 0.9358
0.500 0.9357
0.382 0.9355
LOW 0.9350
0.618 0.9342
1.000 0.9337
1.618 0.9329
2.618 0.9316
4.250 0.9295
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 0.9361 0.9349
PP 0.9359 0.9334
S1 0.9357 0.9320

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

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