CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 0.9100 0.9095 -0.0005 -0.1% 0.9015
High 0.9105 0.9155 0.0050 0.5% 0.9070
Low 0.9087 0.9095 0.0008 0.1% 0.8990
Close 0.9098 0.9154 0.0056 0.6% 0.9050
Range 0.0018 0.0060 0.0042 233.3% 0.0080
ATR 0.0043 0.0044 0.0001 2.8% 0.0000
Volume 18 45 27 150.0% 309
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9315 0.9294 0.9187
R3 0.9255 0.9234 0.9171
R2 0.9195 0.9195 0.9165
R1 0.9174 0.9174 0.9160 0.9185
PP 0.9135 0.9135 0.9135 0.9140
S1 0.9114 0.9114 0.9149 0.9125
S2 0.9075 0.9075 0.9143
S3 0.9015 0.9054 0.9138
S4 0.8955 0.8994 0.9121
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 0.9155 0.9001 0.0154 1.7% 0.0030 0.3% 99% True False 47
10 0.9155 0.8964 0.0191 2.1% 0.0033 0.4% 99% True False 49
20 0.9155 0.8831 0.0324 3.5% 0.0038 0.4% 100% True False 56
40 0.9155 0.8831 0.0324 3.5% 0.0039 0.4% 100% True False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9410
2.618 0.9312
1.618 0.9252
1.000 0.9215
0.618 0.9192
HIGH 0.9155
0.618 0.9132
0.500 0.9125
0.382 0.9118
LOW 0.9095
0.618 0.9058
1.000 0.9035
1.618 0.8998
2.618 0.8938
4.250 0.8840
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 0.9144 0.9136
PP 0.9135 0.9117
S1 0.9125 0.9099

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

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