CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 0.9047 0.9040 -0.0007 -0.1% 0.9077
High 0.9066 0.9051 -0.0015 -0.2% 0.9096
Low 0.9045 0.9037 -0.0008 -0.1% 0.9030
Close 0.9054 0.9045 -0.0009 -0.1% 0.9054
Range 0.0021 0.0014 -0.0007 -33.3% 0.0066
ATR 0.0048 0.0046 -0.0002 -4.6% 0.0000
Volume 197 117 -80 -40.6% 892
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9086 0.9080 0.9053
R3 0.9072 0.9066 0.9049
R2 0.9058 0.9058 0.9048
R1 0.9052 0.9052 0.9046 0.9055
PP 0.9044 0.9044 0.9044 0.9046
S1 0.9038 0.9038 0.9044 0.9041
S2 0.9030 0.9030 0.9042
S3 0.9016 0.9024 0.9041
S4 0.9002 0.9010 0.9037
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9258 0.9222 0.9090
R3 0.9192 0.9156 0.9072
R2 0.9126 0.9126 0.9066
R1 0.9090 0.9090 0.9060 0.9075
PP 0.9060 0.9060 0.9060 0.9053
S1 0.9024 0.9024 0.9048 0.9009
S2 0.8994 0.8994 0.9042
S3 0.8928 0.8958 0.9036
S4 0.8862 0.8892 0.9018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9096 0.9030 0.0066 0.7% 0.0031 0.3% 23% False False 201
10 0.9174 0.9030 0.0144 1.6% 0.0039 0.4% 10% False False 235
20 0.9174 0.8865 0.0309 3.4% 0.0044 0.5% 58% False False 274
40 0.9174 0.8815 0.0359 4.0% 0.0044 0.5% 64% False False 210
60 0.9174 0.8815 0.0359 4.0% 0.0040 0.4% 64% False False 160
80 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 40% False False 138
100 0.9421 0.8815 0.0606 6.7% 0.0037 0.4% 38% False False 119
120 0.9527 0.8815 0.0712 7.9% 0.0033 0.4% 32% False False 101
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.9111
2.618 0.9088
1.618 0.9074
1.000 0.9065
0.618 0.9060
HIGH 0.9051
0.618 0.9046
0.500 0.9044
0.382 0.9042
LOW 0.9037
0.618 0.9028
1.000 0.9023
1.618 0.9014
2.618 0.9000
4.250 0.8978
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 0.9045 0.9055
PP 0.9044 0.9052
S1 0.9044 0.9048

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

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