CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 0.8999 0.8975 -0.0024 -0.3% 0.9006
High 0.9000 0.8995 -0.0005 -0.1% 0.9013
Low 0.8961 0.8975 0.0014 0.2% 0.8888
Close 0.8965 0.8983 0.0018 0.2% 0.8941
Range 0.0039 0.0020 -0.0019 -48.7% 0.0125
ATR 0.0048 0.0047 -0.0001 -2.7% 0.0000
Volume 205 38 -167 -81.5% 216
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9044 0.9034 0.8994
R3 0.9024 0.9014 0.8989
R2 0.9004 0.9004 0.8987
R1 0.8994 0.8994 0.8985 0.8999
PP 0.8984 0.8984 0.8984 0.8987
S1 0.8974 0.8974 0.8981 0.8979
S2 0.8964 0.8964 0.8979
S3 0.8944 0.8954 0.8978
S4 0.8924 0.8934 0.8972
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 0.9000 0.8888 0.0112 1.2% 0.0029 0.3% 85% False False 53
10 0.9079 0.8888 0.0191 2.1% 0.0044 0.5% 50% False False 64
20 0.9308 0.8888 0.0420 4.7% 0.0040 0.4% 23% False False 93
40 0.9387 0.8888 0.0499 5.6% 0.0034 0.4% 19% False False 61
60 0.9514 0.8888 0.0626 7.0% 0.0029 0.3% 15% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9080
2.618 0.9047
1.618 0.9027
1.000 0.9015
0.618 0.9007
HIGH 0.8995
0.618 0.8987
0.500 0.8985
0.382 0.8983
LOW 0.8975
0.618 0.8963
1.000 0.8955
1.618 0.8943
2.618 0.8923
4.250 0.8890
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 0.8985 0.8970
PP 0.8984 0.8957
S1 0.8984 0.8944

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

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