CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 0.9066 0.9068 0.0002 0.0% 0.9142
High 0.9066 0.9079 0.0013 0.1% 0.9169
Low 0.9057 0.8968 -0.0089 -1.0% 0.9063
Close 0.9057 0.8974 -0.0083 -0.9% 0.9065
Range 0.0009 0.0111 0.0102 1,133.3% 0.0106
ATR 0.0043 0.0048 0.0005 11.1% 0.0000
Volume 22 47 25 113.6% 386
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9340 0.9268 0.9035
R3 0.9229 0.9157 0.9005
R2 0.9118 0.9118 0.8994
R1 0.9046 0.9046 0.8984 0.9027
PP 0.9007 0.9007 0.9007 0.8997
S1 0.8935 0.8935 0.8964 0.8916
S2 0.8896 0.8896 0.8954
S3 0.8785 0.8824 0.8943
S4 0.8674 0.8713 0.8913
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 0.9117 0.8968 0.0149 1.7% 0.0038 0.4% 4% False True 41
10 0.9210 0.8968 0.0242 2.7% 0.0040 0.4% 2% False True 121
20 0.9387 0.8968 0.0419 4.7% 0.0035 0.4% 1% False True 71
40 0.9426 0.8968 0.0458 5.1% 0.0031 0.3% 1% False True 56
60 0.9527 0.8968 0.0559 6.2% 0.0025 0.3% 1% False True 40
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 0.0005
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.9551
2.618 0.9370
1.618 0.9259
1.000 0.9190
0.618 0.9148
HIGH 0.9079
0.618 0.9037
0.500 0.9024
0.382 0.9010
LOW 0.8968
0.618 0.8899
1.000 0.8857
1.618 0.8788
2.618 0.8677
4.250 0.8496
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 0.9024 0.9028
PP 0.9007 0.9010
S1 0.8991 0.8992

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

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