CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	0.9100	0.9125	0.0025	0.3%	0.9176
High	0.9136	0.9231	0.0095	1.0%	0.9189
Low	0.9088	0.9123	0.0035	0.4%	0.9096
Close	0.9126	0.9221	0.0095	1.0%	0.9131
Range	0.0048	0.0108	0.0060	125.0%	0.0093
ATR	0.0042	0.0047	0.0005	11.2%	0.0000
Volume	42,596	98,168	55,572	130.5%	203,298

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9516	0.9476	0.9280
R3	0.9408	0.9368	0.9251
R2	0.9300	0.9300	0.9241
R1	0.9260	0.9260	0.9231	0.9280
PP	0.9192	0.9192	0.9192	0.9202
S1	0.9152	0.9152	0.9211	0.9172
S2	0.9084	0.9084	0.9201
S3	0.8976	0.9044	0.9191
S4	0.8868	0.8936	0.9162

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9418	0.9367	0.9182
R3	0.9325	0.9274	0.9157
R2	0.9232	0.9232	0.9148
R1	0.9181	0.9181	0.9140	0.9160
PP	0.9139	0.9139	0.9139	0.9128
S1	0.9088	0.9088	0.9122	0.9067
S2	0.9046	0.9046	0.9114
S3	0.8953	0.8995	0.9105
S4	0.8860	0.8902	0.9080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9231	0.9088	0.0143	1.6%	0.0056	0.6%	93%	True	False	51,722
10	0.9231	0.9088	0.0143	1.6%	0.0047	0.5%	93%	True	False	46,870
20	0.9231	0.9088	0.0143	1.6%	0.0046	0.5%	93%	True	False	49,634
40	0.9399	0.9088	0.0311	3.4%	0.0045	0.5%	43%	False	False	48,788
60	0.9399	0.9088	0.0311	3.4%	0.0043	0.5%	43%	False	False	45,287
80	0.9399	0.9088	0.0311	3.4%	0.0042	0.5%	43%	False	False	34,140
100	0.9399	0.9018	0.0381	4.1%	0.0041	0.4%	53%	False	False	27,368
120	0.9399	0.8815	0.0584	6.3%	0.0042	0.5%	70%	False	False	22,853

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	0.9690
2.618	0.9514
1.618	0.9406
1.000	0.9339
0.618	0.9298
HIGH	0.9231
0.618	0.9190
0.500	0.9177
0.382	0.9164
LOW	0.9123
0.618	0.9056
1.000	0.9015
1.618	0.8948
2.618	0.8840
4.250	0.8664

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	0.9206	0.9201
PP	0.9192	0.9180
S1	0.9177	0.9160

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols