CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 0.9070 0.9043 -0.0027 -0.3% 0.9015
High 0.9070 0.9070 0.0000 0.0% 0.9070
Low 0.9050 0.9043 -0.0007 -0.1% 0.8990
Close 0.9050 0.9062 0.0012 0.1% 0.9050
Range 0.0020 0.0027 0.0007 35.0% 0.0080
ATR 0.0044 0.0043 -0.0001 -2.8% 0.0000
Volume 54 22 -32 -59.3% 309
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9139 0.9128 0.9077
R3 0.9112 0.9101 0.9069
R2 0.9085 0.9085 0.9067
R1 0.9074 0.9074 0.9064 0.9080
PP 0.9058 0.9058 0.9058 0.9061
S1 0.9047 0.9047 0.9060 0.9053
S2 0.9031 0.9031 0.9057
S3 0.9004 0.9020 0.9055
S4 0.8977 0.8993 0.9047
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9277 0.9243 0.9094
R3 0.9197 0.9163 0.9072
R2 0.9117 0.9117 0.9065
R1 0.9083 0.9083 0.9057 0.9100
PP 0.9037 0.9037 0.9037 0.9045
S1 0.9003 0.9003 0.9043 0.9020
S2 0.8957 0.8957 0.9035
S3 0.8877 0.8923 0.9028
S4 0.8797 0.8843 0.9006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9070 0.8998 0.0072 0.8% 0.0021 0.2% 89% True False 58
10 0.9070 0.8881 0.0189 2.1% 0.0035 0.4% 96% True False 46
20 0.9070 0.8831 0.0239 2.6% 0.0037 0.4% 97% True False 55
40 0.9090 0.8831 0.0259 2.9% 0.0038 0.4% 89% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9185
2.618 0.9141
1.618 0.9114
1.000 0.9097
0.618 0.9087
HIGH 0.9070
0.618 0.9060
0.500 0.9057
0.382 0.9053
LOW 0.9043
0.618 0.9026
1.000 0.9016
1.618 0.8999
2.618 0.8972
4.250 0.8928
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 0.9060 0.9053
PP 0.9058 0.9044
S1 0.9057 0.9036

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

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