CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 0.9037 0.9034 -0.0003 0.0% 0.9077
High 0.9041 0.9043 0.0002 0.0% 0.9096
Low 0.9018 0.9031 0.0013 0.1% 0.9030
Close 0.9033 0.9038 0.0005 0.1% 0.9054
Range 0.0023 0.0012 -0.0011 -47.8% 0.0066
ATR 0.0044 0.0041 -0.0002 -5.2% 0.0000
Volume 59 303 244 413.6% 892
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9073 0.9068 0.9045
R3 0.9061 0.9056 0.9041
R2 0.9049 0.9049 0.9040
R1 0.9044 0.9044 0.9039 0.9047
PP 0.9037 0.9037 0.9037 0.9039
S1 0.9032 0.9032 0.9037 0.9035
S2 0.9025 0.9025 0.9036
S3 0.9013 0.9020 0.9035
S4 0.9001 0.9008 0.9031
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 0.9066 0.9018 0.0048 0.5% 0.0020 0.2% 42% False False 148
10 0.9160 0.9018 0.0142 1.6% 0.0032 0.4% 14% False False 183
20 0.9174 0.8968 0.0206 2.3% 0.0040 0.4% 34% False False 265
40 0.9174 0.8815 0.0359 4.0% 0.0045 0.5% 62% False False 218
60 0.9174 0.8815 0.0359 4.0% 0.0039 0.4% 62% False False 163
80 0.9387 0.8815 0.0572 6.3% 0.0040 0.4% 39% False False 143
100 0.9387 0.8815 0.0572 6.3% 0.0037 0.4% 39% False False 123
120 0.9527 0.8815 0.0712 7.9% 0.0033 0.4% 31% False False 104
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.9094
2.618 0.9074
1.618 0.9062
1.000 0.9055
0.618 0.9050
HIGH 0.9043
0.618 0.9038
0.500 0.9037
0.382 0.9036
LOW 0.9031
0.618 0.9024
1.000 0.9019
1.618 0.9012
2.618 0.9000
4.250 0.8980
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 0.9038 0.9038
PP 0.9037 0.9038
S1 0.9037 0.9038

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

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