CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 0.9127 0.9155 0.0028 0.3% 0.9076
High 0.9147 0.9155 0.0008 0.1% 0.9195
Low 0.9127 0.9135 0.0008 0.1% 0.9076
Close 0.9146 0.9147 0.0001 0.0% 0.9124
Range 0.0020 0.0020 0.0000 0.0% 0.0119
ATR 0.0035 0.0034 -0.0001 -3.0% 0.0000
Volume 6 28 22 366.7% 224
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 0.9206 0.9196 0.9158
R3 0.9186 0.9176 0.9153
R2 0.9166 0.9166 0.9151
R1 0.9156 0.9156 0.9149 0.9151
PP 0.9146 0.9146 0.9146 0.9143
S1 0.9136 0.9136 0.9145 0.9131
S2 0.9126 0.9126 0.9143
S3 0.9106 0.9116 0.9142
S4 0.9086 0.9096 0.9136
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 0.9186 0.9115 0.0071 0.8% 0.0024 0.3% 45% False False 67
10 0.9195 0.9051 0.0144 1.6% 0.0028 0.3% 67% False False 64
20 0.9195 0.8999 0.0196 2.1% 0.0021 0.2% 76% False False 57
40 0.9195 0.8831 0.0364 4.0% 0.0026 0.3% 87% False False 51
60 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 87% False False 54
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.9240
2.618 0.9207
1.618 0.9187
1.000 0.9175
0.618 0.9167
HIGH 0.9155
0.618 0.9147
0.500 0.9145
0.382 0.9143
LOW 0.9135
0.618 0.9123
1.000 0.9115
1.618 0.9103
2.618 0.9083
4.250 0.9050
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 0.9146 0.9143
PP 0.9146 0.9139
S1 0.9145 0.9135

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

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