CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 0.9070 0.9075 0.0005 0.1% 0.9008
High 0.9085 0.9093 0.0008 0.1% 0.9085
Low 0.9060 0.9068 0.0008 0.1% 0.9003
Close 0.9061 0.9093 0.0032 0.4% 0.9061
Range 0.0025 0.0025 0.0000 0.0% 0.0082
ATR 0.0041 0.0040 -0.0001 -1.5% 0.0000
Volume 81 48 -33 -40.7% 311
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9160 0.9151 0.9107
R3 0.9135 0.9126 0.9100
R2 0.9110 0.9110 0.9098
R1 0.9101 0.9101 0.9095 0.9106
PP 0.9085 0.9085 0.9085 0.9087
S1 0.9076 0.9076 0.9091 0.9081
S2 0.9060 0.9060 0.9088
S3 0.9035 0.9051 0.9086
S4 0.9010 0.9026 0.9079
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9296 0.9260 0.9106
R3 0.9214 0.9178 0.9084
R2 0.9132 0.9132 0.9076
R1 0.9096 0.9096 0.9069 0.9114
PP 0.9050 0.9050 0.9050 0.9059
S1 0.9014 0.9014 0.9053 0.9032
S2 0.8968 0.8968 0.9046
S3 0.8886 0.8932 0.9038
S4 0.8804 0.8850 0.9016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9093 0.9009 0.0084 0.9% 0.0026 0.3% 100% True False 55
10 0.9093 0.8949 0.0144 1.6% 0.0027 0.3% 100% True False 58
20 0.9093 0.8888 0.0205 2.3% 0.0035 0.4% 100% True False 61
40 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 41% False False 67
60 0.9500 0.8888 0.0612 6.7% 0.0031 0.3% 33% False False 57
Crabel Price Patterns
NR False
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 0.0006
Fibonacci Retracements and Extensions
4.250 0.9199
2.618 0.9158
1.618 0.9133
1.000 0.9118
0.618 0.9108
HIGH 0.9093
0.618 0.9083
0.500 0.9081
0.382 0.9078
LOW 0.9068
0.618 0.9053
1.000 0.9043
1.618 0.9028
2.618 0.9003
4.250 0.8962
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 0.9089 0.9084
PP 0.9085 0.9075
S1 0.9081 0.9067

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

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