CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 0.8967 0.9007 0.0040 0.4% 0.9088
High 0.9018 0.9033 0.0015 0.2% 0.9115
Low 0.8963 0.8966 0.0003 0.0% 0.8925
Close 0.9006 0.8981 -0.0025 -0.3% 0.9006
Range 0.0055 0.0067 0.0012 21.8% 0.0190
ATR 0.0061 0.0061 0.0000 0.7% 0.0000
Volume 482 229 -253 -52.5% 1,228
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9194 0.9155 0.9018
R3 0.9127 0.9088 0.8999
R2 0.9060 0.9060 0.8993
R1 0.9021 0.9021 0.8987 0.9007
PP 0.8993 0.8993 0.8993 0.8987
S1 0.8954 0.8954 0.8975 0.8940
S2 0.8926 0.8926 0.8969
S3 0.8859 0.8887 0.8963
S4 0.8792 0.8820 0.8944
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% 0.0071 0.8% 29% False False 291
10 0.9188 0.8925 0.0263 2.9% 0.0060 0.7% 21% False False 278
20 0.9405 0.8925 0.0480 5.3% 0.0063 0.7% 12% False False 244
40 0.9435 0.8925 0.0510 5.7% 0.0052 0.6% 11% False False 221
60 0.9551 0.8925 0.0626 7.0% 0.0041 0.5% 9% False False 159
80 0.9678 0.8925 0.0753 8.4% 0.0035 0.4% 7% False False 124
100 0.9726 0.8925 0.0801 8.9% 0.0031 0.3% 7% False False 102
120 0.9726 0.8925 0.0801 8.9% 0.0028 0.3% 7% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9318
2.618 0.9208
1.618 0.9141
1.000 0.9100
0.618 0.9074
HIGH 0.9033
0.618 0.9007
0.500 0.9000
0.382 0.8992
LOW 0.8966
0.618 0.8925
1.000 0.8899
1.618 0.8858
2.618 0.8791
4.250 0.8681
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 0.9000 0.8980
PP 0.8993 0.8980
S1 0.8987 0.8979

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

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