CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 0.9337 0.9316 -0.0021 -0.2% 0.9366
High 0.9337 0.9316 -0.0021 -0.2% 0.9372
Low 0.9337 0.9278 -0.0059 -0.6% 0.9278
Close 0.9337 0.9278 -0.0059 -0.6% 0.9278
Range 0.0000 0.0038 0.0038 0.0094
ATR 0.0035 0.0037 0.0002 4.9% 0.0000
Volume 25 25 0 0.0% 90
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9405 0.9379 0.9299
R3 0.9367 0.9341 0.9288
R2 0.9329 0.9329 0.9285
R1 0.9303 0.9303 0.9281 0.9297
PP 0.9291 0.9291 0.9291 0.9288
S1 0.9265 0.9265 0.9275 0.9259
S2 0.9253 0.9253 0.9271
S3 0.9215 0.9227 0.9268
S4 0.9177 0.9189 0.9257
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9591 0.9529 0.9330
R3 0.9497 0.9435 0.9304
R2 0.9403 0.9403 0.9295
R1 0.9341 0.9341 0.9287 0.9325
PP 0.9309 0.9309 0.9309 0.9302
S1 0.9247 0.9247 0.9269 0.9231
S2 0.9215 0.9215 0.9261
S3 0.9121 0.9153 0.9252
S4 0.9027 0.9059 0.9226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9372 0.9267 0.0105 1.1% 0.0026 0.3% 10% False False 24
10 0.9383 0.9267 0.0116 1.3% 0.0029 0.3% 9% False False 44
20 0.9385 0.9267 0.0118 1.3% 0.0025 0.3% 9% False False 41
40 0.9527 0.9267 0.0260 2.8% 0.0020 0.2% 4% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9478
2.618 0.9415
1.618 0.9377
1.000 0.9354
0.618 0.9339
HIGH 0.9316
0.618 0.9301
0.500 0.9297
0.382 0.9293
LOW 0.9278
0.618 0.9255
1.000 0.9240
1.618 0.9217
2.618 0.9179
4.250 0.9117
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 0.9297 0.9321
PP 0.9291 0.9306
S1 0.9284 0.9292

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

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