CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 16-May-2014

Day Change Summary
	Previous	Current
	15-May-2014	16-May-2014	Change	Change %	Previous Week
Open	0.9156	0.9165	0.0009	0.1%	0.9147
High	0.9188	0.9180	-0.0008	-0.1%	0.9188
Low	0.9154	0.9159	0.0005	0.1%	0.9125
Close	0.9167	0.9176	0.0009	0.1%	0.9176
Range	0.0034	0.0021	-0.0013	-38.2%	0.0063
ATR	0.0042	0.0041	-0.0002	-3.6%	0.0000
Volume	184	504	320	173.9%	2,744

Daily Pivots for day following 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9235	0.9226	0.9188
R3	0.9214	0.9205	0.9182
R2	0.9193	0.9193	0.9180
R1	0.9184	0.9184	0.9178	0.9189
PP	0.9172	0.9172	0.9172	0.9174
S1	0.9163	0.9163	0.9174	0.9168
S2	0.9151	0.9151	0.9172
S3	0.9130	0.9142	0.9170
S4	0.9109	0.9121	0.9164

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9352	0.9327	0.9211
R3	0.9289	0.9264	0.9193
R2	0.9226	0.9226	0.9188
R1	0.9201	0.9201	0.9182	0.9214
PP	0.9163	0.9163	0.9163	0.9169
S1	0.9138	0.9138	0.9170	0.9151
S2	0.9100	0.9100	0.9164
S3	0.9037	0.9075	0.9159
S4	0.8974	0.9012	0.9141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9188	0.9125	0.0063	0.7%	0.0028	0.3%	81%	False	False	548
10	0.9218	0.9073	0.0145	1.6%	0.0042	0.5%	71%	False	False	744
20	0.9218	0.9018	0.0200	2.2%	0.0036	0.4%	79%	False	False	482
40	0.9218	0.8847	0.0371	4.0%	0.0041	0.5%	89%	False	False	382
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	90%	False	False	300
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	90%	False	False	240
100	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	63%	False	False	206
120	0.9426	0.8815	0.0611	6.7%	0.0037	0.4%	59%	False	False	179

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9269
2.618	0.9235
1.618	0.9214
1.000	0.9201
0.618	0.9193
HIGH	0.9180
0.618	0.9172
0.500	0.9170
0.382	0.9167
LOW	0.9159
0.618	0.9146
1.000	0.9138
1.618	0.9125
2.618	0.9104
4.250	0.9070

Fisher Pivots for day following 16-May-2014
Pivot	1 day	3 day
R1	0.9174	0.9171
PP	0.9172	0.9166
S1	0.9170	0.9161

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols