CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 0.9134 0.9111 -0.0023 -0.3% 0.9127
High 0.9134 0.9115 -0.0019 -0.2% 0.9158
Low 0.9118 0.9097 -0.0021 -0.2% 0.9115
Close 0.9132 0.9115 -0.0017 -0.2% 0.9156
Range 0.0016 0.0018 0.0002 12.5% 0.0043
ATR 0.0031 0.0031 0.0000 1.0% 0.0000
Volume 8 61 53 662.5% 344
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 0.9163 0.9157 0.9125
R3 0.9145 0.9139 0.9120
R2 0.9127 0.9127 0.9118
R1 0.9121 0.9121 0.9117 0.9124
PP 0.9109 0.9109 0.9109 0.9111
S1 0.9103 0.9103 0.9113 0.9106
S2 0.9091 0.9091 0.9112
S3 0.9073 0.9085 0.9110
S4 0.9055 0.9067 0.9105
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9272 0.9257 0.9180
R3 0.9229 0.9214 0.9168
R2 0.9186 0.9186 0.9164
R1 0.9171 0.9171 0.9160 0.9179
PP 0.9143 0.9143 0.9143 0.9147
S1 0.9128 0.9128 0.9152 0.9136
S2 0.9100 0.9100 0.9148
S3 0.9057 0.9085 0.9144
S4 0.9014 0.9042 0.9132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9158 0.9097 0.0061 0.7% 0.0014 0.2% 30% False True 74
10 0.9195 0.9097 0.0098 1.1% 0.0024 0.3% 18% False True 73
20 0.9195 0.9006 0.0189 2.1% 0.0020 0.2% 58% False False 63
40 0.9195 0.8896 0.0299 3.3% 0.0025 0.3% 73% False False 53
60 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 78% False False 55
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9192
2.618 0.9162
1.618 0.9144
1.000 0.9133
0.618 0.9126
HIGH 0.9115
0.618 0.9108
0.500 0.9106
0.382 0.9104
LOW 0.9097
0.618 0.9086
1.000 0.9079
1.618 0.9068
2.618 0.9050
4.250 0.9021
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 0.9112 0.9125
PP 0.9109 0.9122
S1 0.9106 0.9118

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

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