CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 0.9316 0.9278 -0.0038 -0.4% 0.9366
High 0.9316 0.9341 0.0025 0.3% 0.9372
Low 0.9278 0.9278 0.0000 0.0% 0.9278
Close 0.9278 0.9341 0.0063 0.7% 0.9278
Range 0.0038 0.0063 0.0025 65.8% 0.0094
ATR 0.0037 0.0039 0.0002 5.1% 0.0000
Volume 25 33 8 32.0% 90
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9509 0.9488 0.9376
R3 0.9446 0.9425 0.9358
R2 0.9383 0.9383 0.9353
R1 0.9362 0.9362 0.9347 0.9373
PP 0.9320 0.9320 0.9320 0.9325
S1 0.9299 0.9299 0.9335 0.9310
S2 0.9257 0.9257 0.9329
S3 0.9194 0.9236 0.9324
S4 0.9131 0.9173 0.9306
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9591 0.9529 0.9330
R3 0.9497 0.9435 0.9304
R2 0.9403 0.9403 0.9295
R1 0.9341 0.9341 0.9287 0.9325
PP 0.9309 0.9309 0.9309 0.9302
S1 0.9247 0.9247 0.9269 0.9231
S2 0.9215 0.9215 0.9261
S3 0.9121 0.9153 0.9252
S4 0.9027 0.9059 0.9226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9372 0.9278 0.0094 1.0% 0.0024 0.3% 67% False True 24
10 0.9383 0.9267 0.0116 1.2% 0.0030 0.3% 64% False False 30
20 0.9384 0.9267 0.0117 1.3% 0.0026 0.3% 63% False False 42
40 0.9527 0.9267 0.0260 2.8% 0.0022 0.2% 28% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9609
2.618 0.9506
1.618 0.9443
1.000 0.9404
0.618 0.9380
HIGH 0.9341
0.618 0.9317
0.500 0.9310
0.382 0.9302
LOW 0.9278
0.618 0.9239
1.000 0.9215
1.618 0.9176
2.618 0.9113
4.250 0.9010
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 0.9331 0.9331
PP 0.9320 0.9320
S1 0.9310 0.9310

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

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