CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 0.8976 0.8913 -0.0063 -0.7% 0.9075
High 0.8981 0.8951 -0.0030 -0.3% 0.9093
Low 0.8958 0.8907 -0.0051 -0.6% 0.8907
Close 0.8960 0.8944 -0.0016 -0.2% 0.8944
Range 0.0023 0.0044 0.0021 91.3% 0.0186
ATR 0.0044 0.0044 0.0001 1.5% 0.0000
Volume 55 37 -18 -32.7% 185
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9066 0.9049 0.8968
R3 0.9022 0.9005 0.8956
R2 0.8978 0.8978 0.8952
R1 0.8961 0.8961 0.8948 0.8970
PP 0.8934 0.8934 0.8934 0.8938
S1 0.8917 0.8917 0.8940 0.8926
S2 0.8890 0.8890 0.8936
S3 0.8846 0.8873 0.8932
S4 0.8802 0.8829 0.8920
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9539 0.9428 0.9046
R3 0.9353 0.9242 0.8995
R2 0.9167 0.9167 0.8978
R1 0.9056 0.9056 0.8961 0.9019
PP 0.8981 0.8981 0.8981 0.8963
S1 0.8870 0.8870 0.8927 0.8833
S2 0.8795 0.8795 0.8910
S3 0.8609 0.8684 0.8893
S4 0.8423 0.8498 0.8842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9093 0.8907 0.0186 2.1% 0.0032 0.4% 20% False True 53
10 0.9093 0.8907 0.0186 2.1% 0.0027 0.3% 20% False True 56
20 0.9093 0.8888 0.0205 2.3% 0.0032 0.4% 27% False False 59
40 0.9387 0.8888 0.0499 5.6% 0.0035 0.4% 11% False False 66
60 0.9421 0.8888 0.0533 6.0% 0.0032 0.4% 11% False False 59
80 0.9527 0.8888 0.0639 7.1% 0.0027 0.3% 9% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9138
2.618 0.9066
1.618 0.9022
1.000 0.8995
0.618 0.8978
HIGH 0.8951
0.618 0.8934
0.500 0.8929
0.382 0.8924
LOW 0.8907
0.618 0.8880
1.000 0.8863
1.618 0.8836
2.618 0.8792
4.250 0.8720
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 0.8939 0.8967
PP 0.8934 0.8959
S1 0.8929 0.8952

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

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