CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 0.9102 0.9095 -0.0007 -0.1% 0.9040
High 0.9106 0.9096 -0.0010 -0.1% 0.9057
Low 0.9081 0.9067 -0.0014 -0.2% 0.9018
Close 0.9106 0.9087 -0.0019 -0.2% 0.9029
Range 0.0025 0.0029 0.0004 16.0% 0.0039
ATR 0.0039 0.0039 0.0000 -0.1% 0.0000
Volume 434 248 -186 -42.9% 701
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 0.9170 0.9158 0.9103
R3 0.9141 0.9129 0.9095
R2 0.9112 0.9112 0.9092
R1 0.9100 0.9100 0.9090 0.9092
PP 0.9083 0.9083 0.9083 0.9079
S1 0.9071 0.9071 0.9084 0.9063
S2 0.9054 0.9054 0.9082
S3 0.9025 0.9042 0.9079
S4 0.8996 0.9013 0.9071
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9152 0.9129 0.9050
R3 0.9113 0.9090 0.9040
R2 0.9074 0.9074 0.9036
R1 0.9051 0.9051 0.9033 0.9043
PP 0.9035 0.9035 0.9035 0.9031
S1 0.9012 0.9012 0.9025 0.9004
S2 0.8996 0.8996 0.9022
S3 0.8957 0.8973 0.9018
S4 0.8918 0.8934 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9107 0.9025 0.0082 0.9% 0.0031 0.3% 76% False False 235
10 0.9107 0.9018 0.0089 1.0% 0.0026 0.3% 78% False False 191
20 0.9174 0.9018 0.0156 1.7% 0.0035 0.4% 44% False False 218
40 0.9174 0.8815 0.0359 4.0% 0.0045 0.5% 76% False False 240
60 0.9174 0.8815 0.0359 4.0% 0.0039 0.4% 76% False False 178
80 0.9308 0.8815 0.0493 5.4% 0.0040 0.4% 55% False False 157
100 0.9387 0.8815 0.0572 6.3% 0.0037 0.4% 48% False False 131
120 0.9514 0.8815 0.0699 7.7% 0.0034 0.4% 39% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9219
2.618 0.9172
1.618 0.9143
1.000 0.9125
0.618 0.9114
HIGH 0.9096
0.618 0.9085
0.500 0.9082
0.382 0.9078
LOW 0.9067
0.618 0.9049
1.000 0.9038
1.618 0.9020
2.618 0.8991
4.250 0.8944
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 0.9085 0.9083
PP 0.9083 0.9079
S1 0.9082 0.9075

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

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