CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 0.9070 0.9080 0.0010 0.1% 0.9015
High 0.9084 0.9091 0.0007 0.1% 0.9030
Low 0.9070 0.9080 0.0010 0.1% 0.8999
Close 0.9077 0.9086 0.0009 0.1% 0.9009
Range 0.0014 0.0011 -0.0003 -21.4% 0.0031
ATR 0.0033 0.0032 -0.0001 -4.1% 0.0000
Volume 49 60 11 22.4% 229
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9119 0.9113 0.9092
R3 0.9108 0.9102 0.9089
R2 0.9097 0.9097 0.9088
R1 0.9091 0.9091 0.9087 0.9094
PP 0.9086 0.9086 0.9086 0.9087
S1 0.9080 0.9080 0.9085 0.9083
S2 0.9075 0.9075 0.9084
S3 0.9064 0.9069 0.9083
S4 0.9053 0.9058 0.9080
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 0.9091 0.9006 0.0085 0.9% 0.0012 0.1% 94% True False 54
10 0.9091 0.8999 0.0092 1.0% 0.0017 0.2% 95% True False 54
20 0.9155 0.8999 0.0156 1.7% 0.0021 0.2% 56% False False 45
40 0.9155 0.8831 0.0324 3.6% 0.0032 0.4% 79% False False 51
60 0.9155 0.8831 0.0324 3.6% 0.0033 0.4% 79% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9138
2.618 0.9120
1.618 0.9109
1.000 0.9102
0.618 0.9098
HIGH 0.9091
0.618 0.9087
0.500 0.9086
0.382 0.9084
LOW 0.9080
0.618 0.9073
1.000 0.9069
1.618 0.9062
2.618 0.9051
4.250 0.9033
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 0.9086 0.9075
PP 0.9086 0.9064
S1 0.9086 0.9053

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

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