CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 0.9202 0.9259 0.0057 0.6% 0.9170
High 0.9262 0.9291 0.0029 0.3% 0.9262
Low 0.9198 0.9259 0.0061 0.7% 0.9110
Close 0.9260 0.9283 0.0023 0.2% 0.9260
Range 0.0064 0.0032 -0.0032 -50.0% 0.0152
ATR 0.0035 0.0035 0.0000 -0.6% 0.0000
Volume 217 528 311 143.3% 1,627
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9374 0.9360 0.9301
R3 0.9342 0.9328 0.9292
R2 0.9310 0.9310 0.9289
R1 0.9296 0.9296 0.9286 0.9303
PP 0.9278 0.9278 0.9278 0.9281
S1 0.9264 0.9264 0.9280 0.9271
S2 0.9246 0.9246 0.9277
S3 0.9214 0.9232 0.9274
S4 0.9182 0.9200 0.9265
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9667 0.9615 0.9344
R3 0.9515 0.9463 0.9302
R2 0.9363 0.9363 0.9288
R1 0.9311 0.9311 0.9274 0.9337
PP 0.9211 0.9211 0.9211 0.9224
S1 0.9159 0.9159 0.9246 0.9185
S2 0.9059 0.9059 0.9232
S3 0.8907 0.9007 0.9218
S4 0.8755 0.8855 0.9176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9291 0.9110 0.0181 1.9% 0.0041 0.4% 96% True False 403
10 0.9291 0.9110 0.0181 1.9% 0.0032 0.3% 96% True False 319
20 0.9291 0.9085 0.0206 2.2% 0.0028 0.3% 96% True False 219
40 0.9291 0.9014 0.0277 3.0% 0.0026 0.3% 97% True False 143
60 0.9291 0.8977 0.0314 3.4% 0.0025 0.3% 97% True False 110
80 0.9291 0.8831 0.0460 5.0% 0.0029 0.3% 98% True False 98
100 0.9291 0.8831 0.0460 5.0% 0.0031 0.3% 98% True False 88
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9427
2.618 0.9375
1.618 0.9343
1.000 0.9323
0.618 0.9311
HIGH 0.9291
0.618 0.9279
0.500 0.9275
0.382 0.9271
LOW 0.9259
0.618 0.9239
1.000 0.9227
1.618 0.9207
2.618 0.9175
4.250 0.9123
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 0.9280 0.9269
PP 0.9278 0.9254
S1 0.9275 0.9240

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

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