CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 0.9117 0.9080 -0.0037 -0.4% 0.9142
High 0.9117 0.9088 -0.0029 -0.3% 0.9169
Low 0.9098 0.9063 -0.0035 -0.4% 0.9063
Close 0.9107 0.9065 -0.0042 -0.5% 0.9065
Range 0.0019 0.0025 0.0006 31.6% 0.0106
ATR 0.0046 0.0046 0.0000 -0.3% 0.0000
Volume 13 51 38 292.3% 386
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9147 0.9131 0.9079
R3 0.9122 0.9106 0.9072
R2 0.9097 0.9097 0.9070
R1 0.9081 0.9081 0.9067 0.9077
PP 0.9072 0.9072 0.9072 0.9070
S1 0.9056 0.9056 0.9063 0.9052
S2 0.9047 0.9047 0.9060
S3 0.9022 0.9031 0.9058
S4 0.8997 0.9006 0.9051
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9417 0.9347 0.9123
R3 0.9311 0.9241 0.9094
R2 0.9205 0.9205 0.9084
R1 0.9135 0.9135 0.9075 0.9117
PP 0.9099 0.9099 0.9099 0.9090
S1 0.9029 0.9029 0.9055 0.9011
S2 0.8993 0.8993 0.9046
S3 0.8887 0.8923 0.9036
S4 0.8781 0.8817 0.9007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9169 0.9063 0.0106 1.2% 0.0032 0.3% 2% False True 77
10 0.9335 0.9063 0.0272 3.0% 0.0037 0.4% 1% False True 120
20 0.9387 0.9063 0.0324 3.6% 0.0034 0.4% 1% False True 74
40 0.9500 0.9063 0.0437 4.8% 0.0029 0.3% 0% False True 55
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9194
2.618 0.9153
1.618 0.9128
1.000 0.9113
0.618 0.9103
HIGH 0.9088
0.618 0.9078
0.500 0.9076
0.382 0.9073
LOW 0.9063
0.618 0.9048
1.000 0.9038
1.618 0.9023
2.618 0.8998
4.250 0.8957
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 0.9076 0.9090
PP 0.9072 0.9082
S1 0.9069 0.9073

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

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