CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 0.9015 0.9023 0.0008 0.1% 0.9015
High 0.9023 0.9023 0.0000 0.0% 0.9030
Low 0.9006 0.9014 0.0008 0.1% 0.8999
Close 0.9009 0.9018 0.0009 0.1% 0.9009
Range 0.0017 0.0009 -0.0008 -47.1% 0.0031
ATR 0.0032 0.0031 -0.0001 -4.0% 0.0000
Volume 59 61 2 3.4% 229
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9045 0.9041 0.9023
R3 0.9036 0.9032 0.9020
R2 0.9027 0.9027 0.9020
R1 0.9023 0.9023 0.9019 0.9021
PP 0.9018 0.9018 0.9018 0.9017
S1 0.9014 0.9014 0.9017 0.9012
S2 0.9009 0.9009 0.9016
S3 0.9000 0.9005 0.9016
S4 0.8991 0.8996 0.9013
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9106 0.9088 0.9026
R3 0.9075 0.9057 0.9018
R2 0.9044 0.9044 0.9015
R1 0.9026 0.9026 0.9012 0.9020
PP 0.9013 0.9013 0.9013 0.9009
S1 0.8995 0.8995 0.9006 0.8989
S2 0.8982 0.8982 0.9003
S3 0.8951 0.8964 0.9000
S4 0.8920 0.8933 0.8992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9030 0.8999 0.0031 0.3% 0.0014 0.2% 61% False False 48
10 0.9074 0.8999 0.0075 0.8% 0.0016 0.2% 25% False False 44
20 0.9155 0.8990 0.0165 1.8% 0.0023 0.2% 17% False False 45
40 0.9155 0.8831 0.0324 3.6% 0.0033 0.4% 58% False False 51
60 0.9155 0.8831 0.0324 3.6% 0.0035 0.4% 58% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9061
2.618 0.9047
1.618 0.9038
1.000 0.9032
0.618 0.9029
HIGH 0.9023
0.618 0.9020
0.500 0.9019
0.382 0.9017
LOW 0.9014
0.618 0.9008
1.000 0.9005
1.618 0.8999
2.618 0.8990
4.250 0.8976
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 0.9019 0.9017
PP 0.9018 0.9016
S1 0.9018 0.9015

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

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