CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 0.9186 0.9127 -0.0059 -0.6% 0.9076
High 0.9186 0.9144 -0.0042 -0.5% 0.9195
Low 0.9122 0.9127 0.0005 0.1% 0.9076
Close 0.9124 0.9133 0.0009 0.1% 0.9124
Range 0.0064 0.0017 -0.0047 -73.4% 0.0119
ATR 0.0037 0.0036 -0.0001 -3.3% 0.0000
Volume 22 98 76 345.5% 224
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 0.9186 0.9176 0.9142
R3 0.9169 0.9159 0.9138
R2 0.9152 0.9152 0.9136
R1 0.9142 0.9142 0.9135 0.9147
PP 0.9135 0.9135 0.9135 0.9137
S1 0.9125 0.9125 0.9131 0.9130
S2 0.9118 0.9118 0.9130
S3 0.9101 0.9108 0.9128
S4 0.9084 0.9091 0.9124
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9489 0.9425 0.9189
R3 0.9370 0.9306 0.9157
R2 0.9251 0.9251 0.9146
R1 0.9187 0.9187 0.9135 0.9219
PP 0.9132 0.9132 0.9132 0.9148
S1 0.9068 0.9068 0.9113 0.9100
S2 0.9013 0.9013 0.9102
S3 0.8894 0.8949 0.9091
S4 0.8775 0.8830 0.9059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9105 0.0090 1.0% 0.0042 0.5% 31% False False 60
10 0.9195 0.9051 0.0144 1.6% 0.0028 0.3% 57% False False 55
20 0.9195 0.8999 0.0196 2.1% 0.0022 0.2% 68% False False 49
40 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 83% False False 52
60 0.9195 0.8831 0.0364 4.0% 0.0033 0.4% 83% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9216
2.618 0.9189
1.618 0.9172
1.000 0.9161
0.618 0.9155
HIGH 0.9144
0.618 0.9138
0.500 0.9136
0.382 0.9133
LOW 0.9127
0.618 0.9116
1.000 0.9110
1.618 0.9099
2.618 0.9082
4.250 0.9055
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 0.9136 0.9159
PP 0.9135 0.9150
S1 0.9134 0.9142

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

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