CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	0.8986	0.8967	-0.0019	-0.2%	0.9088
High	0.8986	0.9018	0.0032	0.4%	0.9115
Low	0.8925	0.8963	0.0038	0.4%	0.8925
Close	0.8967	0.9006	0.0039	0.4%	0.9006
Range	0.0061	0.0055	-0.0006	-9.8%	0.0190
ATR	0.0061	0.0061	0.0000	-0.7%	0.0000
Volume	283	482	199	70.3%	1,228

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9161	0.9138	0.9036
R3	0.9106	0.9083	0.9021
R2	0.9051	0.9051	0.9016
R1	0.9028	0.9028	0.9011	0.9040
PP	0.8996	0.8996	0.8996	0.9001
S1	0.8973	0.8973	0.9001	0.8985
S2	0.8941	0.8941	0.8996
S3	0.8886	0.8918	0.8991
S4	0.8831	0.8863	0.8976

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9585	0.9486	0.9111
R3	0.9395	0.9296	0.9058
R2	0.9205	0.9205	0.9041
R1	0.9106	0.9106	0.9023	0.9061
PP	0.9015	0.9015	0.9015	0.8993
S1	0.8916	0.8916	0.8989	0.8871
S2	0.8825	0.8825	0.8971
S3	0.8635	0.8726	0.8954
S4	0.8445	0.8536	0.8902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9115	0.8925	0.0190	2.1%	0.0064	0.7%	43%	False	False	272
10	0.9190	0.8925	0.0265	2.9%	0.0062	0.7%	31%	False	False	274
20	0.9405	0.8925	0.0480	5.3%	0.0061	0.7%	17%	False	False	236
40	0.9450	0.8925	0.0525	5.8%	0.0051	0.6%	15%	False	False	216
60	0.9551	0.8925	0.0626	7.0%	0.0041	0.5%	13%	False	False	156
80	0.9678	0.8925	0.0753	8.4%	0.0034	0.4%	11%	False	False	121
100	0.9726	0.8925	0.0801	8.9%	0.0030	0.3%	10%	False	False	100
120	0.9726	0.8925	0.0801	8.9%	0.0027	0.3%	10%	False	False	89

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	0.9252
2.618	0.9162
1.618	0.9107
1.000	0.9073
0.618	0.9052
HIGH	0.9018
0.618	0.8997
0.500	0.8991
0.382	0.8984
LOW	0.8963
0.618	0.8929
1.000	0.8908
1.618	0.8874
2.618	0.8819
4.250	0.8729

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	0.9001	0.9010
PP	0.8996	0.9009
S1	0.8991	0.9007

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