CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 0.9170 0.9142 -0.0028 -0.3% 0.9323
High 0.9174 0.9169 -0.0005 -0.1% 0.9335
Low 0.9091 0.9135 0.0044 0.5% 0.9091
Close 0.9129 0.9156 0.0027 0.3% 0.9129
Range 0.0083 0.0034 -0.0049 -59.0% 0.0244
ATR 0.0046 0.0046 0.0000 -1.0% 0.0000
Volume 342 157 -185 -54.1% 814
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9255 0.9240 0.9175
R3 0.9221 0.9206 0.9165
R2 0.9187 0.9187 0.9162
R1 0.9172 0.9172 0.9159 0.9180
PP 0.9153 0.9153 0.9153 0.9157
S1 0.9138 0.9138 0.9153 0.9146
S2 0.9119 0.9119 0.9150
S3 0.9085 0.9104 0.9147
S4 0.9051 0.9070 0.9137
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 0.9308 0.9091 0.0217 2.4% 0.0046 0.5% 30% False False 192
10 0.9387 0.9091 0.0296 3.2% 0.0039 0.4% 22% False False 103
20 0.9387 0.9091 0.0296 3.2% 0.0034 0.4% 22% False False 73
40 0.9514 0.9091 0.0423 4.6% 0.0027 0.3% 15% False False 50
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9314
2.618 0.9258
1.618 0.9224
1.000 0.9203
0.618 0.9190
HIGH 0.9169
0.618 0.9156
0.500 0.9152
0.382 0.9148
LOW 0.9135
0.618 0.9114
1.000 0.9101
1.618 0.9080
2.618 0.9046
4.250 0.8991
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 0.9155 0.9148
PP 0.9153 0.9140
S1 0.9152 0.9133

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

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