CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 0.9029 0.8999 -0.0030 -0.3% 0.9066
High 0.9030 0.9018 -0.0012 -0.1% 0.9074
Low 0.9014 0.8999 -0.0015 -0.2% 0.9020
Close 0.9016 0.9013 -0.0003 0.0% 0.9034
Range 0.0016 0.0019 0.0003 18.8% 0.0054
ATR 0.0036 0.0035 -0.0001 -3.4% 0.0000
Volume 16 64 48 300.0% 156
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9067 0.9059 0.9023
R3 0.9048 0.9040 0.9018
R2 0.9029 0.9029 0.9016
R1 0.9021 0.9021 0.9015 0.9025
PP 0.9010 0.9010 0.9010 0.9012
S1 0.9002 0.9002 0.9011 0.9006
S2 0.8991 0.8991 0.9010
S3 0.8972 0.8983 0.9008
S4 0.8953 0.8964 0.9003
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9205 0.9173 0.9064
R3 0.9151 0.9119 0.9049
R2 0.9097 0.9097 0.9044
R1 0.9065 0.9065 0.9039 0.9054
PP 0.9043 0.9043 0.9043 0.9037
S1 0.9011 0.9011 0.9029 0.9000
S2 0.8989 0.8989 0.9024
S3 0.8935 0.8957 0.9019
S4 0.8881 0.8903 0.9004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9061 0.8999 0.0062 0.7% 0.0021 0.2% 23% False True 53
10 0.9155 0.8999 0.0156 1.7% 0.0025 0.3% 9% False True 39
20 0.9155 0.8896 0.0259 2.9% 0.0030 0.3% 45% False False 42
40 0.9155 0.8831 0.0324 3.6% 0.0034 0.4% 56% False False 51
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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9099
2.618 0.9068
1.618 0.9049
1.000 0.9037
0.618 0.9030
HIGH 0.9018
0.618 0.9011
0.500 0.9009
0.382 0.9006
LOW 0.8999
0.618 0.8987
1.000 0.8980
1.618 0.8968
2.618 0.8949
4.250 0.8918
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 0.9012 0.9015
PP 0.9010 0.9014
S1 0.9009 0.9014

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

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