CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 0.9142 0.9131 -0.0011 -0.1% 0.9323
High 0.9169 0.9132 -0.0037 -0.4% 0.9335
Low 0.9135 0.9080 -0.0055 -0.6% 0.9091
Close 0.9156 0.9084 -0.0072 -0.8% 0.9129
Range 0.0034 0.0052 0.0018 52.9% 0.0244
ATR 0.0046 0.0048 0.0002 4.7% 0.0000
Volume 157 90 -67 -42.7% 814
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9255 0.9221 0.9113
R3 0.9203 0.9169 0.9098
R2 0.9151 0.9151 0.9094
R1 0.9117 0.9117 0.9089 0.9108
PP 0.9099 0.9099 0.9099 0.9094
S1 0.9065 0.9065 0.9079 0.9056
S2 0.9047 0.9047 0.9074
S3 0.8995 0.9013 0.9070
S4 0.8943 0.8961 0.9055
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9917 0.9767 0.9263
R3 0.9673 0.9523 0.9196
R2 0.9429 0.9429 0.9174
R1 0.9279 0.9279 0.9151 0.9232
PP 0.9185 0.9185 0.9185 0.9162
S1 0.9035 0.9035 0.9107 0.8988
S2 0.8941 0.8941 0.9084
S3 0.8697 0.8791 0.9062
S4 0.8453 0.8547 0.8995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9210 0.9080 0.0130 1.4% 0.0042 0.5% 3% False True 201
10 0.9387 0.9080 0.0307 3.4% 0.0038 0.4% 1% False True 109
20 0.9387 0.9080 0.0307 3.4% 0.0034 0.4% 1% False True 70
40 0.9514 0.9080 0.0434 4.8% 0.0028 0.3% 1% False True 52
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9353
2.618 0.9268
1.618 0.9216
1.000 0.9184
0.618 0.9164
HIGH 0.9132
0.618 0.9112
0.500 0.9106
0.382 0.9100
LOW 0.9080
0.618 0.9048
1.000 0.9028
1.618 0.8996
2.618 0.8944
4.250 0.8859
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 0.9106 0.9127
PP 0.9099 0.9113
S1 0.9091 0.9098

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

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