CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 0.9065 0.9070 0.0005 0.1% 0.9023
High 0.9067 0.9071 0.0004 0.0% 0.9091
Low 0.9051 0.9051 0.0000 0.0% 0.9014
Close 0.9067 0.9061 -0.0006 -0.1% 0.9061
Range 0.0016 0.0020 0.0004 25.0% 0.0077
ATR 0.0032 0.0031 -0.0001 -2.7% 0.0000
Volume 12 108 96 800.0% 290
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9121 0.9111 0.9072
R3 0.9101 0.9091 0.9067
R2 0.9081 0.9081 0.9065
R1 0.9071 0.9071 0.9063 0.9066
PP 0.9061 0.9061 0.9061 0.9059
S1 0.9051 0.9051 0.9059 0.9046
S2 0.9041 0.9041 0.9057
S3 0.9021 0.9031 0.9056
S4 0.9001 0.9011 0.9050
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9286 0.9251 0.9103
R3 0.9209 0.9174 0.9082
R2 0.9132 0.9132 0.9075
R1 0.9097 0.9097 0.9068 0.9115
PP 0.9055 0.9055 0.9055 0.9064
S1 0.9020 0.9020 0.9054 0.9038
S2 0.8978 0.8978 0.9047
S3 0.8901 0.8943 0.9040
S4 0.8824 0.8866 0.9019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9091 0.9014 0.0077 0.8% 0.0014 0.2% 61% False False 58
10 0.9091 0.8999 0.0092 1.0% 0.0015 0.2% 67% False False 51
20 0.9155 0.8999 0.0156 1.7% 0.0021 0.2% 40% False False 43
40 0.9155 0.8831 0.0324 3.6% 0.0030 0.3% 71% False False 52
60 0.9155 0.8831 0.0324 3.6% 0.0033 0.4% 71% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9156
2.618 0.9123
1.618 0.9103
1.000 0.9091
0.618 0.9083
HIGH 0.9071
0.618 0.9063
0.500 0.9061
0.382 0.9059
LOW 0.9051
0.618 0.9039
1.000 0.9031
1.618 0.9019
2.618 0.8999
4.250 0.8966
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 0.9061 0.9071
PP 0.9061 0.9068
S1 0.9061 0.9064

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

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