CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 0.9080 0.9065 -0.0015 -0.2% 0.9015
High 0.9091 0.9067 -0.0024 -0.3% 0.9030
Low 0.9080 0.9051 -0.0029 -0.3% 0.8999
Close 0.9086 0.9067 -0.0019 -0.2% 0.9009
Range 0.0011 0.0016 0.0005 45.5% 0.0031
ATR 0.0032 0.0032 0.0000 0.7% 0.0000
Volume 60 12 -48 -80.0% 229
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 0.9110 0.9104 0.9076
R3 0.9094 0.9088 0.9071
R2 0.9078 0.9078 0.9070
R1 0.9072 0.9072 0.9068 0.9075
PP 0.9062 0.9062 0.9062 0.9063
S1 0.9056 0.9056 0.9066 0.9059
S2 0.9046 0.9046 0.9064
S3 0.9030 0.9040 0.9063
S4 0.9014 0.9024 0.9058
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% 0.0013 0.1% 72% False False 48
10 0.9091 0.8999 0.0092 1.0% 0.0014 0.2% 74% False False 49
20 0.9155 0.8999 0.0156 1.7% 0.0021 0.2% 44% False False 43
40 0.9155 0.8831 0.0324 3.6% 0.0032 0.4% 73% False False 50
60 0.9155 0.8831 0.0324 3.6% 0.0033 0.4% 73% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9135
2.618 0.9109
1.618 0.9093
1.000 0.9083
0.618 0.9077
HIGH 0.9067
0.618 0.9061
0.500 0.9059
0.382 0.9057
LOW 0.9051
0.618 0.9041
1.000 0.9035
1.618 0.9025
2.618 0.9009
4.250 0.8983
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 0.9064 0.9071
PP 0.9062 0.9070
S1 0.9059 0.9068

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

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