CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 0.9323 0.9307 -0.0016 -0.2% 0.9278
High 0.9335 0.9308 -0.0027 -0.3% 0.9387
Low 0.9320 0.9233 -0.0087 -0.9% 0.9278
Close 0.9327 0.9233 -0.0094 -1.0% 0.9360
Range 0.0015 0.0075 0.0060 400.0% 0.0109
ATR 0.0039 0.0043 0.0004 9.9% 0.0000
Volume 7 48 41 585.7% 64
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9483 0.9433 0.9274
R3 0.9408 0.9358 0.9254
R2 0.9333 0.9333 0.9247
R1 0.9283 0.9283 0.9240 0.9271
PP 0.9258 0.9258 0.9258 0.9252
S1 0.9208 0.9208 0.9226 0.9196
S2 0.9183 0.9183 0.9219
S3 0.9108 0.9133 0.9212
S4 0.9033 0.9058 0.9192
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9669 0.9623 0.9420
R3 0.9560 0.9514 0.9390
R2 0.9451 0.9451 0.9380
R1 0.9405 0.9405 0.9370 0.9428
PP 0.9342 0.9342 0.9342 0.9353
S1 0.9296 0.9296 0.9350 0.9319
S2 0.9233 0.9233 0.9340
S3 0.9124 0.9187 0.9330
S4 0.9015 0.9078 0.9300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9387 0.9233 0.0154 1.7% 0.0034 0.4% 0% False True 17
10 0.9387 0.9233 0.0154 1.7% 0.0029 0.3% 0% False True 20
20 0.9387 0.9233 0.0154 1.7% 0.0031 0.3% 0% False True 31
40 0.9514 0.9233 0.0281 3.0% 0.0025 0.3% 0% False True 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9627
2.618 0.9504
1.618 0.9429
1.000 0.9383
0.618 0.9354
HIGH 0.9308
0.618 0.9279
0.500 0.9271
0.382 0.9262
LOW 0.9233
0.618 0.9187
1.000 0.9158
1.618 0.9112
2.618 0.9037
4.250 0.8914
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 0.9271 0.9302
PP 0.9258 0.9279
S1 0.9246 0.9256

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

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