CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 0.9323 0.9383 0.0060 0.6% 0.9319
High 0.9377 0.9383 0.0006 0.1% 0.9384
Low 0.9323 0.9383 0.0060 0.6% 0.9310
Close 0.9377 0.9383 0.0006 0.1% 0.9377
Range 0.0054 0.0000 -0.0054 -100.0% 0.0074
ATR 0.0031 0.0029 -0.0002 -5.7% 0.0000
Volume 166 21 -145 -87.3% 228
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9383 0.9383 0.9383
R3 0.9383 0.9383 0.9383
R2 0.9383 0.9383 0.9383
R1 0.9383 0.9383 0.9383 0.9383
PP 0.9383 0.9383 0.9383 0.9383
S1 0.9383 0.9383 0.9383 0.9383
S2 0.9383 0.9383 0.9383
S3 0.9383 0.9383 0.9383
S4 0.9383 0.9383 0.9383
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9579 0.9552 0.9418
R3 0.9505 0.9478 0.9397
R2 0.9431 0.9431 0.9391
R1 0.9404 0.9404 0.9384 0.9418
PP 0.9357 0.9357 0.9357 0.9364
S1 0.9330 0.9330 0.9370 0.9344
S2 0.9283 0.9283 0.9363
S3 0.9209 0.9256 0.9357
S4 0.9135 0.9182 0.9336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9384 0.9323 0.0061 0.7% 0.0026 0.3% 98% False False 45
10 0.9384 0.9286 0.0098 1.0% 0.0022 0.2% 99% False False 51
20 0.9514 0.9286 0.0228 2.4% 0.0022 0.2% 43% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 0.9383
2.618 0.9383
1.618 0.9383
1.000 0.9383
0.618 0.9383
HIGH 0.9383
0.618 0.9383
0.500 0.9383
0.382 0.9383
LOW 0.9383
0.618 0.9383
1.000 0.9383
1.618 0.9383
2.618 0.9383
4.250 0.9383
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 0.9383 0.9373
PP 0.9383 0.9363
S1 0.9383 0.9353

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

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