CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 0.8914 0.8888 -0.0026 -0.3% 0.9006
High 0.8914 0.8942 0.0028 0.3% 0.9013
Low 0.8901 0.8888 -0.0013 -0.1% 0.8888
Close 0.8901 0.8941 0.0040 0.4% 0.8941
Range 0.0013 0.0054 0.0041 315.4% 0.0125
ATR 0.0047 0.0047 0.0001 1.2% 0.0000
Volume 12 4 -8 -66.7% 216
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9086 0.9067 0.8971
R3 0.9032 0.9013 0.8956
R2 0.8978 0.8978 0.8951
R1 0.8959 0.8959 0.8946 0.8969
PP 0.8924 0.8924 0.8924 0.8928
S1 0.8905 0.8905 0.8936 0.8915
S2 0.8870 0.8870 0.8931
S3 0.8816 0.8851 0.8926
S4 0.8762 0.8797 0.8911
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9322 0.9257 0.9010
R3 0.9197 0.9132 0.8975
R2 0.9072 0.9072 0.8964
R1 0.9007 0.9007 0.8952 0.8977
PP 0.8947 0.8947 0.8947 0.8933
S1 0.8882 0.8882 0.8930 0.8852
S2 0.8822 0.8822 0.8918
S3 0.8697 0.8757 0.8907
S4 0.8572 0.8632 0.8872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9013 0.8888 0.0125 1.4% 0.0031 0.3% 42% False True 43
10 0.9088 0.8888 0.0200 2.2% 0.0042 0.5% 27% False True 47
20 0.9371 0.8888 0.0483 5.4% 0.0039 0.4% 11% False True 81
40 0.9387 0.8888 0.0499 5.6% 0.0034 0.4% 11% False True 61
60 0.9527 0.8888 0.0639 7.1% 0.0028 0.3% 8% False True 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9172
2.618 0.9083
1.618 0.9029
1.000 0.8996
0.618 0.8975
HIGH 0.8942
0.618 0.8921
0.500 0.8915
0.382 0.8909
LOW 0.8888
0.618 0.8855
1.000 0.8834
1.618 0.8801
2.618 0.8747
4.250 0.8659
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 0.8932 0.8932
PP 0.8924 0.8924
S1 0.8915 0.8915

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

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