CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	0.9170	0.9139	-0.0031	-0.3%	0.9147
High	0.9170	0.9152	-0.0018	-0.2%	0.9188
Low	0.9134	0.9114	-0.0020	-0.2%	0.9125
Close	0.9153	0.9135	-0.0018	-0.2%	0.9176
Range	0.0036	0.0038	0.0002	5.6%	0.0063
ATR	0.0039	0.0039	0.0000	-0.1%	0.0000
Volume	156	209	53	34.0%	2,744

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9229	0.9156
R3	0.9210	0.9191	0.9145
R2	0.9172	0.9172	0.9142
R1	0.9153	0.9153	0.9138	0.9144
PP	0.9134	0.9134	0.9134	0.9129
S1	0.9115	0.9115	0.9132	0.9106
S2	0.9096	0.9096	0.9128
S3	0.9058	0.9077	0.9125
S4	0.9020	0.9039	0.9114

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	0.9189	0.9114	0.0075	0.8%	0.0030	0.3%	28%	False	True	273
10	0.9218	0.9114	0.0104	1.1%	0.0040	0.4%	20%	False	True	510
20	0.9218	0.9025	0.0193	2.1%	0.0037	0.4%	57%	False	False	504
40	0.9218	0.8919	0.0299	3.3%	0.0040	0.4%	72%	False	False	386
60	0.9218	0.8815	0.0403	4.4%	0.0043	0.5%	79%	False	False	308
80	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	79%	False	False	246
100	0.9387	0.8815	0.0572	6.3%	0.0039	0.4%	56%	False	False	212
120	0.9414	0.8815	0.0599	6.6%	0.0037	0.4%	53%	False	False	184

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

Fibonacci Retracements and Extensions
4.250	0.9314
2.618	0.9251
1.618	0.9213
1.000	0.9190
0.618	0.9175
HIGH	0.9152
0.618	0.9137
0.500	0.9133
0.382	0.9129
LOW	0.9114
0.618	0.9091
1.000	0.9076
1.618	0.9053
2.618	0.9015
4.250	0.8953

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	0.9134	0.9152
PP	0.9134	0.9146
S1	0.9133	0.9141

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