CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 0.9365 0.9323 -0.0042 -0.4% 0.9278
High 0.9371 0.9335 -0.0036 -0.4% 0.9387
Low 0.9360 0.9320 -0.0040 -0.4% 0.9278
Close 0.9360 0.9327 -0.0033 -0.4% 0.9360
Range 0.0011 0.0015 0.0004 36.4% 0.0109
ATR 0.0039 0.0039 0.0000 0.1% 0.0000
Volume 2 7 5 250.0% 64
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9372 0.9365 0.9335
R3 0.9357 0.9350 0.9331
R2 0.9342 0.9342 0.9330
R1 0.9335 0.9335 0.9328 0.9339
PP 0.9327 0.9327 0.9327 0.9329
S1 0.9320 0.9320 0.9326 0.9324
S2 0.9312 0.9312 0.9324
S3 0.9297 0.9305 0.9323
S4 0.9282 0.9290 0.9319
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% 0.0032 0.3% 45% False False 14
10 0.9387 0.9267 0.0120 1.3% 0.0029 0.3% 50% False False 19
20 0.9387 0.9267 0.0120 1.3% 0.0028 0.3% 50% False False 30
40 0.9514 0.9267 0.0247 2.6% 0.0023 0.3% 24% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9399
2.618 0.9374
1.618 0.9359
1.000 0.9350
0.618 0.9344
HIGH 0.9335
0.618 0.9329
0.500 0.9328
0.382 0.9326
LOW 0.9320
0.618 0.9311
1.000 0.9305
1.618 0.9296
2.618 0.9281
4.250 0.9256
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 0.9328 0.9354
PP 0.9327 0.9345
S1 0.9327 0.9336

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

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