CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 0.9006 0.8925 -0.0081 -0.9% 0.9066
High 0.9013 0.8925 -0.0088 -1.0% 0.9079
Low 0.8951 0.8919 -0.0032 -0.4% 0.8889
Close 0.8963 0.8921 -0.0042 -0.5% 0.8989
Range 0.0062 0.0006 -0.0056 -90.3% 0.0190
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 82 112 30 36.6% 212
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8940 0.8936 0.8924
R3 0.8934 0.8930 0.8923
R2 0.8928 0.8928 0.8922
R1 0.8924 0.8924 0.8922 0.8923
PP 0.8922 0.8922 0.8922 0.8921
S1 0.8918 0.8918 0.8920 0.8917
S2 0.8916 0.8916 0.8920
S3 0.8910 0.8912 0.8919
S4 0.8904 0.8906 0.8918
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9556 0.9462 0.9094
R3 0.9366 0.9272 0.9041
R2 0.9176 0.9176 0.9024
R1 0.9082 0.9082 0.9006 0.9034
PP 0.8986 0.8986 0.8986 0.8962
S1 0.8892 0.8892 0.8972 0.8844
S2 0.8796 0.8796 0.8954
S3 0.8606 0.8702 0.8937
S4 0.8416 0.8512 0.8885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9079 0.8889 0.0190 2.1% 0.0060 0.7% 17% False False 76
10 0.9132 0.8889 0.0243 2.7% 0.0043 0.5% 13% False False 63
20 0.9387 0.8889 0.0498 5.6% 0.0041 0.5% 6% False False 83
40 0.9387 0.8889 0.0498 5.6% 0.0033 0.4% 6% False False 62
60 0.9527 0.8889 0.0638 7.2% 0.0027 0.3% 5% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0003
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8951
2.618 0.8941
1.618 0.8935
1.000 0.8931
0.618 0.8929
HIGH 0.8925
0.618 0.8923
0.500 0.8922
0.382 0.8921
LOW 0.8919
0.618 0.8915
1.000 0.8913
1.618 0.8909
2.618 0.8903
4.250 0.8894
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 0.8922 0.8966
PP 0.8922 0.8951
S1 0.8921 0.8936

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

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