CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 0.9414 0.9385 -0.0029 -0.3% 0.9417
High 0.9414 0.9385 -0.0029 -0.3% 0.9421
Low 0.9368 0.9343 -0.0025 -0.3% 0.9343
Close 0.9368 0.9343 -0.0025 -0.3% 0.9343
Range 0.0046 0.0042 -0.0004 -8.7% 0.0078
ATR 0.0029 0.0030 0.0001 3.2% 0.0000
Volume 3 16 13 433.3% 113
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9483 0.9455 0.9366
R3 0.9441 0.9413 0.9355
R2 0.9399 0.9399 0.9351
R1 0.9371 0.9371 0.9347 0.9364
PP 0.9357 0.9357 0.9357 0.9354
S1 0.9329 0.9329 0.9339 0.9322
S2 0.9315 0.9315 0.9335
S3 0.9273 0.9287 0.9331
S4 0.9231 0.9245 0.9320
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9603 0.9551 0.9386
R3 0.9525 0.9473 0.9364
R2 0.9447 0.9447 0.9357
R1 0.9395 0.9395 0.9350 0.9382
PP 0.9369 0.9369 0.9369 0.9363
S1 0.9317 0.9317 0.9336 0.9304
S2 0.9291 0.9291 0.9329
S3 0.9213 0.9239 0.9322
S4 0.9135 0.9161 0.9300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9426 0.9343 0.0083 0.9% 0.0031 0.3% 0% False True 24
10 0.9514 0.9343 0.0171 1.8% 0.0022 0.2% 0% False True 16
20 0.9527 0.9343 0.0184 2.0% 0.0017 0.2% 0% False True 11
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9564
2.618 0.9495
1.618 0.9453
1.000 0.9427
0.618 0.9411
HIGH 0.9385
0.618 0.9369
0.500 0.9364
0.382 0.9359
LOW 0.9343
0.618 0.9317
1.000 0.9301
1.618 0.9275
2.618 0.9233
4.250 0.9165
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 0.9364 0.9379
PP 0.9357 0.9367
S1 0.9350 0.9355

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

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