CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 11-Apr-2014

Day Change Summary
	Previous	Current
	10-Apr-2014	11-Apr-2014	Change	Change %	Previous Week
Open	0.9176	0.9133	-0.0043	-0.5%	0.9090
High	0.9194	0.9144	-0.0050	-0.5%	0.9195
Low	0.9130	0.9088	-0.0042	-0.5%	0.9067
Close	0.9142	0.9107	-0.0035	-0.4%	0.9107
Range	0.0064	0.0056	-0.0008	-12.5%	0.0128
ATR	0.0059	0.0059	0.0000	-0.4%	0.0000
Volume	50,227	45,873	-4,354	-8.7%	252,309

Daily Pivots for day following 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9281	0.9250	0.9138
R3	0.9225	0.9194	0.9122
R2	0.9169	0.9169	0.9117
R1	0.9138	0.9138	0.9112	0.9126
PP	0.9113	0.9113	0.9113	0.9107
S1	0.9082	0.9082	0.9102	0.9070
S2	0.9057	0.9057	0.9097
S3	0.9001	0.9026	0.9092
S4	0.8945	0.8970	0.9076

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9507	0.9435	0.9177
R3	0.9379	0.9307	0.9142
R2	0.9251	0.9251	0.9130
R1	0.9179	0.9179	0.9119	0.9215
PP	0.9123	0.9123	0.9123	0.9141
S1	0.9051	0.9051	0.9095	0.9087
S2	0.8995	0.8995	0.9084
S3	0.8867	0.8923	0.9072
S4	0.8739	0.8795	0.9037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9195	0.9067	0.0128	1.4%	0.0058	0.6%	31%	False	False	50,461
10	0.9195	0.9017	0.0178	2.0%	0.0053	0.6%	51%	False	False	49,351
20	0.9195	0.8845	0.0350	3.8%	0.0062	0.7%	75%	False	False	56,277
40	0.9195	0.8845	0.0350	3.8%	0.0060	0.7%	75%	False	False	34,628
60	0.9195	0.8845	0.0350	3.8%	0.0060	0.7%	75%	False	False	23,184
80	0.9407	0.8845	0.0562	6.2%	0.0060	0.7%	47%	False	False	17,453
100	0.9545	0.8845	0.0700	7.7%	0.0055	0.6%	37%	False	False	13,983
120	0.9678	0.8845	0.0833	9.1%	0.0048	0.5%	31%	False	False	11,657

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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9382
2.618	0.9291
1.618	0.9235
1.000	0.9200
0.618	0.9179
HIGH	0.9144
0.618	0.9123
0.500	0.9116
0.382	0.9109
LOW	0.9088
0.618	0.9053
1.000	0.9032
1.618	0.8997
2.618	0.8941
4.250	0.8850

Fisher Pivots for day following 11-Apr-2014
Pivot	1 day	3 day
R1	0.9116	0.9142
PP	0.9113	0.9130
S1	0.9110	0.9119

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