CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 0.9333 0.9364 0.0031 0.3% 0.9340
High 0.9361 0.9384 0.0023 0.2% 0.9345
Low 0.9332 0.9364 0.0032 0.3% 0.9286
Close 0.9360 0.9375 0.0015 0.2% 0.9314
Range 0.0029 0.0020 -0.0009 -31.0% 0.0059
ATR 0.0028 0.0028 0.0000 -1.1% 0.0000
Volume 10 8 -2 -20.0% 308
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9434 0.9425 0.9386
R3 0.9414 0.9405 0.9381
R2 0.9394 0.9394 0.9379
R1 0.9385 0.9385 0.9377 0.9390
PP 0.9374 0.9374 0.9374 0.9377
S1 0.9365 0.9365 0.9373 0.9370
S2 0.9354 0.9354 0.9371
S3 0.9334 0.9345 0.9370
S4 0.9314 0.9325 0.9364
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 0.9384 0.9305 0.0079 0.8% 0.0024 0.3% 89% True False 24
10 0.9414 0.9286 0.0128 1.4% 0.0023 0.2% 70% False False 36
20 0.9514 0.9286 0.0228 2.4% 0.0020 0.2% 39% False False 26
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9469
2.618 0.9436
1.618 0.9416
1.000 0.9404
0.618 0.9396
HIGH 0.9384
0.618 0.9376
0.500 0.9374
0.382 0.9372
LOW 0.9364
0.618 0.9352
1.000 0.9344
1.618 0.9332
2.618 0.9312
4.250 0.9279
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 0.9375 0.9366
PP 0.9374 0.9356
S1 0.9374 0.9347

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

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