CME Canadian Dollar Future December 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 0.8999 0.9012 0.0013 0.1% 0.9066
High 0.9018 0.9023 0.0005 0.1% 0.9074
Low 0.8999 0.9012 0.0013 0.1% 0.9020
Close 0.9013 0.9019 0.0006 0.1% 0.9034
Range 0.0019 0.0011 -0.0008 -42.1% 0.0054
ATR 0.0035 0.0033 -0.0002 -4.9% 0.0000
Volume 64 43 -21 -32.8% 156
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9051 0.9046 0.9025
R3 0.9040 0.9035 0.9022
R2 0.9029 0.9029 0.9021
R1 0.9024 0.9024 0.9020 0.9027
PP 0.9018 0.9018 0.9018 0.9019
S1 0.9013 0.9013 0.9018 0.9016
S2 0.9007 0.9007 0.9017
S3 0.8996 0.9002 0.9016
S4 0.8985 0.8991 0.9013
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 0.9053 0.8999 0.0054 0.6% 0.0015 0.2% 37% False False 50
10 0.9141 0.8999 0.0142 1.6% 0.0020 0.2% 14% False False 39
20 0.9155 0.8964 0.0191 2.1% 0.0027 0.3% 29% False False 44
40 0.9155 0.8831 0.0324 3.6% 0.0033 0.4% 58% False False 52
60 0.9155 0.8831 0.0324 3.6% 0.0036 0.4% 58% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9070
2.618 0.9052
1.618 0.9041
1.000 0.9034
0.618 0.9030
HIGH 0.9023
0.618 0.9019
0.500 0.9018
0.382 0.9016
LOW 0.9012
0.618 0.9005
1.000 0.9001
1.618 0.8994
2.618 0.8983
4.250 0.8965
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 0.9019 0.9018
PP 0.9018 0.9016
S1 0.9018 0.9015

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

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