CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 0.9305 0.9325 0.0020 0.2% 0.9340
High 0.9335 0.9325 -0.0010 -0.1% 0.9345
Low 0.9305 0.9313 0.0008 0.1% 0.9286
Close 0.9328 0.9314 -0.0014 -0.2% 0.9314
Range 0.0030 0.0012 -0.0018 -60.0% 0.0059
ATR 0.0029 0.0028 -0.0001 -3.5% 0.0000
Volume 55 27 -28 -50.9% 308
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9353 0.9346 0.9321
R3 0.9341 0.9334 0.9317
R2 0.9329 0.9329 0.9316
R1 0.9322 0.9322 0.9315 0.9320
PP 0.9317 0.9317 0.9317 0.9316
S1 0.9310 0.9310 0.9313 0.9308
S2 0.9305 0.9305 0.9312
S3 0.9293 0.9298 0.9311
S4 0.9281 0.9286 0.9307
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9492 0.9462 0.9346
R3 0.9433 0.9403 0.9330
R2 0.9374 0.9374 0.9325
R1 0.9344 0.9344 0.9319 0.9330
PP 0.9315 0.9315 0.9315 0.9308
S1 0.9285 0.9285 0.9309 0.9271
S2 0.9256 0.9256 0.9303
S3 0.9197 0.9226 0.9298
S4 0.9138 0.9167 0.9282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9345 0.9286 0.0059 0.6% 0.0014 0.1% 47% False False 61
10 0.9426 0.9286 0.0140 1.5% 0.0022 0.2% 20% False False 43
20 0.9514 0.9286 0.0228 2.4% 0.0018 0.2% 12% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9376
2.618 0.9356
1.618 0.9344
1.000 0.9337
0.618 0.9332
HIGH 0.9325
0.618 0.9320
0.500 0.9319
0.382 0.9318
LOW 0.9313
0.618 0.9306
1.000 0.9301
1.618 0.9294
2.618 0.9282
4.250 0.9262
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 0.9319 0.9313
PP 0.9317 0.9312
S1 0.9316 0.9311

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

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