CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 0.8951 0.8986 0.0035 0.4% 0.9006
High 0.8995 0.8999 0.0004 0.0% 0.9013
Low 0.8949 0.8953 0.0004 0.0% 0.8888
Close 0.8981 0.8991 0.0010 0.1% 0.8941
Range 0.0046 0.0046 0.0000 0.0% 0.0125
ATR 0.0047 0.0047 0.0000 -0.1% 0.0000
Volume 59 60 1 1.7% 216
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9119 0.9101 0.9016
R3 0.9073 0.9055 0.9004
R2 0.9027 0.9027 0.8999
R1 0.9009 0.9009 0.8995 0.9018
PP 0.8981 0.8981 0.8981 0.8986
S1 0.8963 0.8963 0.8987 0.8972
S2 0.8935 0.8935 0.8983
S3 0.8889 0.8917 0.8978
S4 0.8843 0.8871 0.8966
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% 0.0041 0.5% 92% False False 73
10 0.9013 0.8888 0.0125 1.4% 0.0036 0.4% 82% False False 62
20 0.9174 0.8888 0.0286 3.2% 0.0041 0.5% 36% False False 81
40 0.9387 0.8888 0.0499 5.5% 0.0036 0.4% 21% False False 63
60 0.9514 0.8888 0.0626 7.0% 0.0030 0.3% 16% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 0.9195
2.618 0.9119
1.618 0.9073
1.000 0.9045
0.618 0.9027
HIGH 0.8999
0.618 0.8981
0.500 0.8976
0.382 0.8971
LOW 0.8953
0.618 0.8925
1.000 0.8907
1.618 0.8879
2.618 0.8833
4.250 0.8758
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 0.8986 0.8985
PP 0.8981 0.8980
S1 0.8976 0.8974

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

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