CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 0.9080 0.9066 -0.0014 -0.2% 0.9142
High 0.9088 0.9066 -0.0022 -0.2% 0.9169
Low 0.9063 0.9057 -0.0006 -0.1% 0.9063
Close 0.9065 0.9057 -0.0008 -0.1% 0.9065
Range 0.0025 0.0009 -0.0016 -64.0% 0.0106
ATR 0.0046 0.0043 -0.0003 -5.7% 0.0000
Volume 51 22 -29 -56.9% 386
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9087 0.9081 0.9062
R3 0.9078 0.9072 0.9059
R2 0.9069 0.9069 0.9059
R1 0.9063 0.9063 0.9058 0.9062
PP 0.9060 0.9060 0.9060 0.9059
S1 0.9054 0.9054 0.9056 0.9053
S2 0.9051 0.9051 0.9055
S3 0.9042 0.9045 0.9055
S4 0.9033 0.9036 0.9052
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 0.9132 0.9057 0.0075 0.8% 0.0027 0.3% 0% False True 50
10 0.9308 0.9057 0.0251 2.8% 0.0036 0.4% 0% False True 121
20 0.9387 0.9057 0.0330 3.6% 0.0033 0.4% 0% False True 70
40 0.9450 0.9057 0.0393 4.3% 0.0029 0.3% 0% False True 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9104
2.618 0.9090
1.618 0.9081
1.000 0.9075
0.618 0.9072
HIGH 0.9066
0.618 0.9063
0.500 0.9062
0.382 0.9060
LOW 0.9057
0.618 0.9051
1.000 0.9048
1.618 0.9042
2.618 0.9033
4.250 0.9019
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 0.9062 0.9087
PP 0.9060 0.9077
S1 0.9059 0.9067

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

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