CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 0.9307 0.9201 -0.0106 -1.1% 0.9278
High 0.9308 0.9210 -0.0098 -1.1% 0.9387
Low 0.9233 0.9195 -0.0038 -0.4% 0.9278
Close 0.9233 0.9198 -0.0035 -0.4% 0.9360
Range 0.0075 0.0015 -0.0060 -80.0% 0.0109
ATR 0.0043 0.0043 0.0000 -0.9% 0.0000
Volume 48 298 250 520.8% 64
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9246 0.9237 0.9206
R3 0.9231 0.9222 0.9202
R2 0.9216 0.9216 0.9201
R1 0.9207 0.9207 0.9199 0.9204
PP 0.9201 0.9201 0.9201 0.9200
S1 0.9192 0.9192 0.9197 0.9189
S2 0.9186 0.9186 0.9195
S3 0.9171 0.9177 0.9194
S4 0.9156 0.9162 0.9190
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 0.9195 0.0192 2.1% 0.0036 0.4% 2% False True 75
10 0.9387 0.9195 0.0192 2.1% 0.0030 0.3% 2% False True 46
20 0.9387 0.9195 0.0192 2.1% 0.0031 0.3% 2% False True 44
40 0.9514 0.9195 0.0319 3.5% 0.0024 0.3% 1% False True 36
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9274
2.618 0.9249
1.618 0.9234
1.000 0.9225
0.618 0.9219
HIGH 0.9210
0.618 0.9204
0.500 0.9203
0.382 0.9201
LOW 0.9195
0.618 0.9186
1.000 0.9180
1.618 0.9171
2.618 0.9156
4.250 0.9131
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 0.9203 0.9265
PP 0.9201 0.9243
S1 0.9200 0.9220

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

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