CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	0.9151	0.9098	-0.0053	-0.6%	0.9385
High	0.9157	0.9122	-0.0035	-0.4%	0.9385
Low	0.9095	0.9072	-0.0023	-0.3%	0.9105
Close	0.9103	0.9095	-0.0008	-0.1%	0.9147
Range	0.0062	0.0050	-0.0012	-19.4%	0.0280
ATR	0.0059	0.0059	-0.0001	-1.1%	0.0000
Volume	315	264	-51	-16.2%	1,348

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9246	0.9221	0.9123
R3	0.9196	0.9171	0.9109
R2	0.9146	0.9146	0.9104
R1	0.9121	0.9121	0.9100	0.9109
PP	0.9096	0.9096	0.9096	0.9090
S1	0.9071	0.9071	0.9090	0.9059
S2	0.9046	0.9046	0.9086
S3	0.8996	0.9021	0.9081
S4	0.8946	0.8971	0.9068

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0052	0.9880	0.9301
R3	0.9772	0.9600	0.9224
R2	0.9492	0.9492	0.9198
R1	0.9320	0.9320	0.9173	0.9266
PP	0.9212	0.9212	0.9212	0.9186
S1	0.9040	0.9040	0.9121	0.8986
S2	0.8932	0.8932	0.9096
S3	0.8652	0.8760	0.9070
S4	0.8372	0.8480	0.8993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9207	0.9072	0.0135	1.5%	0.0062	0.7%	17%	False	True	338
10	0.9405	0.9072	0.0333	3.7%	0.0065	0.7%	7%	False	True	267
20	0.9407	0.9072	0.0335	3.7%	0.0059	0.6%	7%	False	True	262
40	0.9545	0.9072	0.0473	5.2%	0.0046	0.5%	5%	False	True	181
60	0.9678	0.9072	0.0606	6.7%	0.0036	0.4%	4%	False	True	131
80	0.9678	0.9072	0.0606	6.7%	0.0030	0.3%	4%	False	True	102
100	0.9726	0.9072	0.0654	7.2%	0.0027	0.3%	4%	False	True	85

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9335
2.618	0.9253
1.618	0.9203
1.000	0.9172
0.618	0.9153
HIGH	0.9122
0.618	0.9103
0.500	0.9097
0.382	0.9091
LOW	0.9072
0.618	0.9041
1.000	0.9022
1.618	0.8991
2.618	0.8941
4.250	0.8860

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	0.9097	0.9130
PP	0.9096	0.9118
S1	0.9096	0.9107

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