CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 0.9349 0.9387 0.0038 0.4% 0.9366
High 0.9351 0.9387 0.0036 0.4% 0.9372
Low 0.9346 0.9321 -0.0025 -0.3% 0.9278
Close 0.9351 0.9321 -0.0030 -0.3% 0.9278
Range 0.0005 0.0066 0.0061 1,220.0% 0.0094
ATR 0.0036 0.0039 0.0002 5.8% 0.0000
Volume 5 24 19 380.0% 90
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9541 0.9497 0.9357
R3 0.9475 0.9431 0.9339
R2 0.9409 0.9409 0.9333
R1 0.9365 0.9365 0.9327 0.9354
PP 0.9343 0.9343 0.9343 0.9338
S1 0.9299 0.9299 0.9315 0.9288
S2 0.9277 0.9277 0.9309
S3 0.9211 0.9233 0.9303
S4 0.9145 0.9167 0.9285
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 0.9387 0.9278 0.0109 1.2% 0.0034 0.4% 39% True False 22
10 0.9387 0.9267 0.0120 1.3% 0.0035 0.4% 45% True False 29
20 0.9387 0.9267 0.0120 1.3% 0.0029 0.3% 45% True False 40
40 0.9527 0.9267 0.0260 2.8% 0.0023 0.3% 21% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9668
2.618 0.9560
1.618 0.9494
1.000 0.9453
0.618 0.9428
HIGH 0.9387
0.618 0.9362
0.500 0.9354
0.382 0.9346
LOW 0.9321
0.618 0.9280
1.000 0.9255
1.618 0.9214
2.618 0.9148
4.250 0.9041
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 0.9354 0.9333
PP 0.9343 0.9329
S1 0.9332 0.9325

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

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