CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 0.9334 0.9278 -0.0056 -0.6% 0.9319
High 0.9334 0.9317 -0.0017 -0.2% 0.9384
Low 0.9287 0.9277 -0.0010 -0.1% 0.9310
Close 0.9322 0.9317 -0.0005 -0.1% 0.9377
Range 0.0047 0.0040 -0.0007 -14.9% 0.0074
ATR 0.0032 0.0033 0.0001 3.0% 0.0000
Volume 8 101 93 1,162.5% 228
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9424 0.9410 0.9339
R3 0.9384 0.9370 0.9328
R2 0.9344 0.9344 0.9324
R1 0.9330 0.9330 0.9321 0.9337
PP 0.9304 0.9304 0.9304 0.9307
S1 0.9290 0.9290 0.9313 0.9297
S2 0.9264 0.9264 0.9310
S3 0.9224 0.9250 0.9306
S4 0.9184 0.9210 0.9295
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 0.9277 0.0106 1.1% 0.0032 0.3% 38% False True 63
10 0.9384 0.9277 0.0107 1.1% 0.0027 0.3% 37% False True 40
20 0.9450 0.9277 0.0173 1.9% 0.0025 0.3% 23% False True 41
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 0.9487
2.618 0.9422
1.618 0.9382
1.000 0.9357
0.618 0.9342
HIGH 0.9317
0.618 0.9302
0.500 0.9297
0.382 0.9292
LOW 0.9277
0.618 0.9252
1.000 0.9237
1.618 0.9212
2.618 0.9172
4.250 0.9107
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 0.9310 0.9327
PP 0.9304 0.9323
S1 0.9297 0.9320

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

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