CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 0.9376 0.9334 -0.0042 -0.4% 0.9319
High 0.9376 0.9334 -0.0042 -0.4% 0.9384
Low 0.9357 0.9287 -0.0070 -0.7% 0.9310
Close 0.9358 0.9322 -0.0036 -0.4% 0.9377
Range 0.0019 0.0047 0.0028 147.4% 0.0074
ATR 0.0029 0.0032 0.0003 10.5% 0.0000
Volume 21 8 -13 -61.9% 228
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9455 0.9436 0.9348
R3 0.9408 0.9389 0.9335
R2 0.9361 0.9361 0.9331
R1 0.9342 0.9342 0.9326 0.9328
PP 0.9314 0.9314 0.9314 0.9308
S1 0.9295 0.9295 0.9318 0.9281
S2 0.9267 0.9267 0.9313
S3 0.9220 0.9248 0.9309
S4 0.9173 0.9201 0.9296
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 0.9383 0.9287 0.0096 1.0% 0.0029 0.3% 36% False True 47
10 0.9384 0.9287 0.0097 1.0% 0.0026 0.3% 36% False True 36
20 0.9500 0.9286 0.0214 2.3% 0.0024 0.3% 17% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9457
1.618 0.9410
1.000 0.9381
0.618 0.9363
HIGH 0.9334
0.618 0.9316
0.500 0.9311
0.382 0.9305
LOW 0.9287
0.618 0.9258
1.000 0.9240
1.618 0.9211
2.618 0.9164
4.250 0.9087
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 0.9318 0.9335
PP 0.9314 0.9331
S1 0.9311 0.9326

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

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