CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 0.9159 0.9170 0.0011 0.1% 0.9323
High 0.9171 0.9174 0.0003 0.0% 0.9335
Low 0.9147 0.9091 -0.0056 -0.6% 0.9091
Close 0.9150 0.9129 -0.0021 -0.2% 0.9129
Range 0.0024 0.0083 0.0059 245.8% 0.0244
ATR 0.0044 0.0046 0.0003 6.5% 0.0000
Volume 119 342 223 187.4% 814
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9338 0.9175
R3 0.9297 0.9255 0.9152
R2 0.9214 0.9214 0.9144
R1 0.9172 0.9172 0.9137 0.9152
PP 0.9131 0.9131 0.9131 0.9121
S1 0.9089 0.9089 0.9121 0.9069
S2 0.9048 0.9048 0.9114
S3 0.8965 0.9006 0.9106
S4 0.8882 0.8923 0.9083
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9917 0.9767 0.9263
R3 0.9673 0.9523 0.9196
R2 0.9429 0.9429 0.9174
R1 0.9279 0.9279 0.9151 0.9232
PP 0.9185 0.9185 0.9185 0.9162
S1 0.9035 0.9035 0.9107 0.8988
S2 0.8941 0.8941 0.9084
S3 0.8697 0.8791 0.9062
S4 0.8453 0.8547 0.8995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9335 0.9091 0.0244 2.7% 0.0042 0.5% 16% False True 162
10 0.9387 0.9091 0.0296 3.2% 0.0040 0.4% 13% False True 90
20 0.9387 0.9091 0.0296 3.2% 0.0034 0.4% 13% False True 67
40 0.9514 0.9091 0.0423 4.6% 0.0027 0.3% 9% False True 46
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 0.0003
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.9527
2.618 0.9391
1.618 0.9308
1.000 0.9257
0.618 0.9225
HIGH 0.9174
0.618 0.9142
0.500 0.9133
0.382 0.9123
LOW 0.9091
0.618 0.9040
1.000 0.9008
1.618 0.8957
2.618 0.8874
4.250 0.8738
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 0.9133 0.9151
PP 0.9131 0.9143
S1 0.9130 0.9136

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

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