CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 0.9417 0.9414 -0.0003 0.0% 0.9512
High 0.9421 0.9414 -0.0007 -0.1% 0.9514
Low 0.9385 0.9406 0.0021 0.2% 0.9405
Close 0.9403 0.9413 0.0010 0.1% 0.9425
Range 0.0036 0.0008 -0.0028 -77.8% 0.0109
ATR 0.0029 0.0028 -0.0001 -4.4% 0.0000
Volume 33 61 28 84.8% 51
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9435 0.9432 0.9417
R3 0.9427 0.9424 0.9415
R2 0.9419 0.9419 0.9414
R1 0.9416 0.9416 0.9414 0.9414
PP 0.9411 0.9411 0.9411 0.9410
S1 0.9408 0.9408 0.9412 0.9406
S2 0.9403 0.9403 0.9412
S3 0.9395 0.9400 0.9411
S4 0.9387 0.9392 0.9409
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9775 0.9709 0.9485
R3 0.9666 0.9600 0.9455
R2 0.9557 0.9557 0.9445
R1 0.9491 0.9491 0.9435 0.9470
PP 0.9448 0.9448 0.9448 0.9437
S1 0.9382 0.9382 0.9415 0.9361
S2 0.9339 0.9339 0.9405
S3 0.9230 0.9273 0.9395
S4 0.9121 0.9164 0.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9500 0.9385 0.0115 1.2% 0.0020 0.2% 24% False False 24
10 0.9514 0.9385 0.0129 1.4% 0.0016 0.2% 22% False False 16
20 0.9527 0.9385 0.0142 1.5% 0.0013 0.1% 20% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9448
2.618 0.9435
1.618 0.9427
1.000 0.9422
0.618 0.9419
HIGH 0.9414
0.618 0.9411
0.500 0.9410
0.382 0.9409
LOW 0.9406
0.618 0.9401
1.000 0.9398
1.618 0.9393
2.618 0.9385
4.250 0.9372
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 0.9412 0.9411
PP 0.9411 0.9408
S1 0.9410 0.9406

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

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