CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 0.9414 0.9414 0.0000 0.0% 0.9512
High 0.9414 0.9414 0.0000 0.0% 0.9514
Low 0.9406 0.9368 -0.0038 -0.4% 0.9405
Close 0.9413 0.9368 -0.0045 -0.5% 0.9425
Range 0.0008 0.0046 0.0038 475.0% 0.0109
ATR 0.0028 0.0029 0.0001 4.7% 0.0000
Volume 61 3 -58 -95.1% 51
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9521 0.9491 0.9393
R3 0.9475 0.9445 0.9381
R2 0.9429 0.9429 0.9376
R1 0.9399 0.9399 0.9372 0.9391
PP 0.9383 0.9383 0.9383 0.9380
S1 0.9353 0.9353 0.9364 0.9345
S2 0.9337 0.9337 0.9360
S3 0.9291 0.9307 0.9355
S4 0.9245 0.9261 0.9343
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 0.9450 0.9368 0.0082 0.9% 0.0027 0.3% 0% False True 24
10 0.9514 0.9368 0.0146 1.6% 0.0019 0.2% 0% False True 16
20 0.9527 0.9368 0.0159 1.7% 0.0015 0.2% 0% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9610
2.618 0.9534
1.618 0.9488
1.000 0.9460
0.618 0.9442
HIGH 0.9414
0.618 0.9396
0.500 0.9391
0.382 0.9386
LOW 0.9368
0.618 0.9340
1.000 0.9322
1.618 0.9294
2.618 0.9248
4.250 0.9173
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 0.9391 0.9395
PP 0.9383 0.9386
S1 0.9376 0.9377

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

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