CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 0.9131 0.9076 -0.0055 -0.6% 0.9323
High 0.9132 0.9104 -0.0028 -0.3% 0.9335
Low 0.9080 0.9076 -0.0004 0.0% 0.9091
Close 0.9084 0.9077 -0.0007 -0.1% 0.9129
Range 0.0052 0.0028 -0.0024 -46.2% 0.0244
ATR 0.0048 0.0047 -0.0001 -3.0% 0.0000
Volume 90 75 -15 -16.7% 814
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9170 0.9151 0.9092
R3 0.9142 0.9123 0.9085
R2 0.9114 0.9114 0.9082
R1 0.9095 0.9095 0.9080 0.9105
PP 0.9086 0.9086 0.9086 0.9090
S1 0.9067 0.9067 0.9074 0.9077
S2 0.9058 0.9058 0.9072
S3 0.9030 0.9039 0.9069
S4 0.9002 0.9011 0.9062
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 0.9174 0.9076 0.0098 1.1% 0.0044 0.5% 1% False True 156
10 0.9387 0.9076 0.0311 3.4% 0.0040 0.4% 0% False True 116
20 0.9387 0.9076 0.0311 3.4% 0.0035 0.4% 0% False True 72
40 0.9514 0.9076 0.0438 4.8% 0.0028 0.3% 0% False True 54
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9223
2.618 0.9177
1.618 0.9149
1.000 0.9132
0.618 0.9121
HIGH 0.9104
0.618 0.9093
0.500 0.9090
0.382 0.9087
LOW 0.9076
0.618 0.9059
1.000 0.9048
1.618 0.9031
2.618 0.9003
4.250 0.8957
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 0.9090 0.9123
PP 0.9086 0.9107
S1 0.9081 0.9092

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

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