CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	0.9222	0.9279	0.0057	0.6%	0.9191
High	0.9282	0.9312	0.0030	0.3%	0.9282
Low	0.9218	0.9276	0.0058	0.6%	0.9109
Close	0.9281	0.9304	0.0023	0.2%	0.9281
Range	0.0064	0.0036	-0.0028	-43.8%	0.0173
ATR	0.0042	0.0042	0.0000	-1.1%	0.0000
Volume	71,341	51,917	-19,424	-27.2%	251,673

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9405	0.9391	0.9324
R3	0.9369	0.9355	0.9314
R2	0.9333	0.9333	0.9311
R1	0.9319	0.9319	0.9307	0.9326
PP	0.9297	0.9297	0.9297	0.9301
S1	0.9283	0.9283	0.9301	0.9290
S2	0.9261	0.9261	0.9297
S3	0.9225	0.9247	0.9294
S4	0.9189	0.9211	0.9284

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9685	0.9376
R3	0.9570	0.9512	0.9329
R2	0.9397	0.9397	0.9313
R1	0.9339	0.9339	0.9297	0.9368
PP	0.9224	0.9224	0.9224	0.9239
S1	0.9166	0.9166	0.9265	0.9195
S2	0.9051	0.9051	0.9249
S3	0.8878	0.8993	0.9233
S4	0.8705	0.8820	0.9186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9312	0.9109	0.0203	2.2%	0.0056	0.6%	96%	True	False	52,060
10	0.9312	0.9109	0.0203	2.2%	0.0043	0.5%	96%	True	False	45,458
20	0.9312	0.9100	0.0212	2.3%	0.0041	0.4%	96%	True	False	24,974
40	0.9312	0.9030	0.0282	3.0%	0.0040	0.4%	97%	True	False	12,746
60	0.9312	0.8991	0.0321	3.5%	0.0039	0.4%	98%	True	False	8,582
80	0.9312	0.8815	0.0497	5.3%	0.0042	0.5%	98%	True	False	6,483
100	0.9312	0.8815	0.0497	5.3%	0.0039	0.4%	98%	True	False	5,198
120	0.9387	0.8815	0.0572	6.1%	0.0039	0.4%	85%	False	False	4,345

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9465
2.618	0.9406
1.618	0.9370
1.000	0.9348
0.618	0.9334
HIGH	0.9312
0.618	0.9298
0.500	0.9294
0.382	0.9290
LOW	0.9276
0.618	0.9254
1.000	0.9240
1.618	0.9218
2.618	0.9182
4.250	0.9123

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	0.9301	0.9285
PP	0.9297	0.9265
S1	0.9294	0.9246

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