CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 0.9044 0.9008 -0.0036 -0.4% 0.8999
High 0.9045 0.9008 -0.0037 -0.4% 0.9045
Low 0.9017 0.9003 -0.0014 -0.2% 0.8949
Close 0.9017 0.9006 -0.0011 -0.1% 0.9017
Range 0.0028 0.0005 -0.0023 -82.1% 0.0096
ATR 0.0047 0.0045 -0.0002 -5.0% 0.0000
Volume 73 84 11 15.1% 435
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9021 0.9018 0.9009
R3 0.9016 0.9013 0.9007
R2 0.9011 0.9011 0.9007
R1 0.9008 0.9008 0.9006 0.9007
PP 0.9006 0.9006 0.9006 0.9005
S1 0.9003 0.9003 0.9006 0.9002
S2 0.9001 0.9001 0.9005
S3 0.8996 0.8998 0.9005
S4 0.8991 0.8993 0.9003
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% 0.0029 0.3% 59% False False 62
10 0.9045 0.8888 0.0157 1.7% 0.0028 0.3% 75% False False 65
20 0.9169 0.8888 0.0281 3.1% 0.0037 0.4% 42% False False 66
40 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 24% False False 66
60 0.9514 0.8888 0.0626 7.0% 0.0030 0.3% 19% False False 53
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 0.0002
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.9029
2.618 0.9021
1.618 0.9016
1.000 0.9013
0.618 0.9011
HIGH 0.9008
0.618 0.9006
0.500 0.9006
0.382 0.9005
LOW 0.9003
0.618 0.9000
1.000 0.8998
1.618 0.8995
2.618 0.8990
4.250 0.8982
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 0.9006 0.9004
PP 0.9006 0.9001
S1 0.9006 0.8999

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

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