CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 0.8986 0.9044 0.0058 0.6% 0.8999
High 0.8999 0.9045 0.0046 0.5% 0.9045
Low 0.8953 0.9017 0.0064 0.7% 0.8949
Close 0.8991 0.9017 0.0026 0.3% 0.9017
Range 0.0046 0.0028 -0.0018 -39.1% 0.0096
ATR 0.0047 0.0047 0.0001 1.1% 0.0000
Volume 60 73 13 21.7% 435
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9110 0.9092 0.9032
R3 0.9082 0.9064 0.9025
R2 0.9054 0.9054 0.9022
R1 0.9036 0.9036 0.9020 0.9031
PP 0.9026 0.9026 0.9026 0.9024
S1 0.9008 0.9008 0.9014 0.9003
S2 0.8998 0.8998 0.9012
S3 0.8970 0.8980 0.9009
S4 0.8942 0.8952 0.9002
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9250 0.9070
R3 0.9196 0.9154 0.9043
R2 0.9100 0.9100 0.9035
R1 0.9058 0.9058 0.9026 0.9079
PP 0.9004 0.9004 0.9004 0.9014
S1 0.8962 0.8962 0.9008 0.8983
S2 0.8908 0.8908 0.8999
S3 0.8812 0.8866 0.8991
S4 0.8716 0.8770 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9045 0.8949 0.0096 1.1% 0.0036 0.4% 71% True False 87
10 0.9045 0.8888 0.0157 1.7% 0.0033 0.4% 82% True False 65
20 0.9174 0.8888 0.0286 3.2% 0.0041 0.5% 45% False False 79
40 0.9387 0.8888 0.0499 5.5% 0.0036 0.4% 26% False False 64
60 0.9514 0.8888 0.0626 6.9% 0.0030 0.3% 21% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9164
2.618 0.9118
1.618 0.9090
1.000 0.9073
0.618 0.9062
HIGH 0.9045
0.618 0.9034
0.500 0.9031
0.382 0.9028
LOW 0.9017
0.618 0.9000
1.000 0.8989
1.618 0.8972
2.618 0.8944
4.250 0.8898
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 0.9031 0.9010
PP 0.9026 0.9004
S1 0.9022 0.8997

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

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