CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 0.9278 0.9349 0.0071 0.8% 0.9366
High 0.9341 0.9351 0.0010 0.1% 0.9372
Low 0.9278 0.9346 0.0068 0.7% 0.9278
Close 0.9341 0.9351 0.0010 0.1% 0.9278
Range 0.0063 0.0005 -0.0058 -92.1% 0.0094
ATR 0.0039 0.0036 -0.0002 -5.3% 0.0000
Volume 33 5 -28 -84.8% 90
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9364 0.9363 0.9354
R3 0.9359 0.9358 0.9352
R2 0.9354 0.9354 0.9352
R1 0.9353 0.9353 0.9351 0.9354
PP 0.9349 0.9349 0.9349 0.9350
S1 0.9348 0.9348 0.9351 0.9349
S2 0.9344 0.9344 0.9350
S3 0.9339 0.9343 0.9350
S4 0.9334 0.9338 0.9348
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 0.9363 0.9278 0.0085 0.9% 0.0024 0.3% 86% False False 18
10 0.9376 0.9267 0.0109 1.2% 0.0031 0.3% 77% False False 29
20 0.9384 0.9267 0.0117 1.3% 0.0026 0.3% 72% False False 40
40 0.9527 0.9267 0.0260 2.8% 0.0022 0.2% 32% False False 26
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9372
2.618 0.9364
1.618 0.9359
1.000 0.9356
0.618 0.9354
HIGH 0.9351
0.618 0.9349
0.500 0.9349
0.382 0.9348
LOW 0.9346
0.618 0.9343
1.000 0.9341
1.618 0.9338
2.618 0.9333
4.250 0.9325
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 0.9350 0.9339
PP 0.9349 0.9327
S1 0.9349 0.9315

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

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