CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 0.9267 0.9366 0.0099 1.1% 0.9383
High 0.9342 0.9372 0.0030 0.3% 0.9383
Low 0.9267 0.9366 0.0099 1.1% 0.9267
Close 0.9320 0.9369 0.0049 0.5% 0.9320
Range 0.0075 0.0006 -0.0069 -92.0% 0.0116
ATR 0.0036 0.0037 0.0001 3.2% 0.0000
Volume 34 38 4 11.8% 185
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9387 0.9384 0.9372
R3 0.9381 0.9378 0.9371
R2 0.9375 0.9375 0.9370
R1 0.9372 0.9372 0.9370 0.9374
PP 0.9369 0.9369 0.9369 0.9370
S1 0.9366 0.9366 0.9368 0.9368
S2 0.9363 0.9363 0.9368
S3 0.9357 0.9360 0.9367
S4 0.9351 0.9354 0.9366
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9671 0.9612 0.9384
R3 0.9555 0.9496 0.9352
R2 0.9439 0.9439 0.9341
R1 0.9380 0.9380 0.9331 0.9352
PP 0.9323 0.9323 0.9323 0.9309
S1 0.9264 0.9264 0.9309 0.9236
S2 0.9207 0.9207 0.9299
S3 0.9091 0.9148 0.9288
S4 0.8975 0.9032 0.9256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9376 0.9267 0.0109 1.2% 0.0037 0.4% 94% False False 40
10 0.9384 0.9267 0.0117 1.2% 0.0032 0.3% 87% False False 43
20 0.9421 0.9267 0.0154 1.6% 0.0027 0.3% 66% False False 43
40 0.9527 0.9267 0.0260 2.8% 0.0020 0.2% 39% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9398
2.618 0.9388
1.618 0.9382
1.000 0.9378
0.618 0.9376
HIGH 0.9372
0.618 0.9370
0.500 0.9369
0.382 0.9368
LOW 0.9366
0.618 0.9362
1.000 0.9360
1.618 0.9356
2.618 0.9350
4.250 0.9341
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 0.9369 0.9353
PP 0.9369 0.9336
S1 0.9369 0.9320

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

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