CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 0.9387 0.9365 -0.0022 -0.2% 0.9278
High 0.9387 0.9371 -0.0016 -0.2% 0.9387
Low 0.9321 0.9360 0.0039 0.4% 0.9278
Close 0.9321 0.9360 0.0039 0.4% 0.9360
Range 0.0066 0.0011 -0.0055 -83.3% 0.0109
ATR 0.0039 0.0039 0.0001 2.1% 0.0000
Volume 24 2 -22 -91.7% 64
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9397 0.9389 0.9366
R3 0.9386 0.9378 0.9363
R2 0.9375 0.9375 0.9362
R1 0.9367 0.9367 0.9361 0.9366
PP 0.9364 0.9364 0.9364 0.9363
S1 0.9356 0.9356 0.9359 0.9355
S2 0.9353 0.9353 0.9358
S3 0.9342 0.9345 0.9357
S4 0.9331 0.9334 0.9354
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9669 0.9623 0.9420
R3 0.9560 0.9514 0.9390
R2 0.9451 0.9451 0.9380
R1 0.9405 0.9405 0.9370 0.9428
PP 0.9342 0.9342 0.9342 0.9353
S1 0.9296 0.9296 0.9350 0.9319
S2 0.9233 0.9233 0.9340
S3 0.9124 0.9187 0.9330
S4 0.9015 0.9078 0.9300
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% 0.0037 0.4% 75% False False 17
10 0.9387 0.9267 0.0120 1.3% 0.0032 0.3% 78% False False 28
20 0.9387 0.9267 0.0120 1.3% 0.0029 0.3% 78% False False 32
40 0.9527 0.9267 0.0260 2.8% 0.0023 0.2% 36% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9418
2.618 0.9400
1.618 0.9389
1.000 0.9382
0.618 0.9378
HIGH 0.9371
0.618 0.9367
0.500 0.9366
0.382 0.9364
LOW 0.9360
0.618 0.9353
1.000 0.9349
1.618 0.9342
2.618 0.9331
4.250 0.9313
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 0.9366 0.9358
PP 0.9364 0.9356
S1 0.9362 0.9354

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

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