CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 0.9105 0.9137 0.0032 0.4% 0.9023
High 0.9144 0.9141 -0.0003 0.0% 0.9091
Low 0.9105 0.9121 0.0016 0.2% 0.9014
Close 0.9141 0.9129 -0.0012 -0.1% 0.9061
Range 0.0039 0.0020 -0.0019 -48.7% 0.0077
ATR 0.0033 0.0032 -0.0001 -2.8% 0.0000
Volume 37 91 54 145.9% 290
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 0.9190 0.9180 0.9140
R3 0.9170 0.9160 0.9135
R2 0.9150 0.9150 0.9133
R1 0.9140 0.9140 0.9131 0.9135
PP 0.9130 0.9130 0.9130 0.9128
S1 0.9120 0.9120 0.9127 0.9115
S2 0.9110 0.9110 0.9125
S3 0.9090 0.9100 0.9124
S4 0.9070 0.9080 0.9118
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 0.9144 0.9051 0.0093 1.0% 0.0021 0.2% 84% False False 53
10 0.9144 0.9006 0.0138 1.5% 0.0017 0.2% 89% False False 54
20 0.9155 0.8999 0.0156 1.7% 0.0021 0.2% 83% False False 46
40 0.9155 0.8831 0.0324 3.5% 0.0028 0.3% 92% False False 51
60 0.9155 0.8831 0.0324 3.5% 0.0032 0.4% 92% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9226
2.618 0.9193
1.618 0.9173
1.000 0.9161
0.618 0.9153
HIGH 0.9141
0.618 0.9133
0.500 0.9131
0.382 0.9129
LOW 0.9121
0.618 0.9109
1.000 0.9101
1.618 0.9089
2.618 0.9069
4.250 0.9036
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 0.9131 0.9123
PP 0.9130 0.9116
S1 0.9130 0.9110

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

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