CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	0.9287	0.9310	0.0023	0.2%	0.9191
High	0.9314	0.9343	0.0029	0.3%	0.9282
Low	0.9282	0.9305	0.0023	0.2%	0.9109
Close	0.9305	0.9340	0.0035	0.4%	0.9281
Range	0.0032	0.0038	0.0006	18.8%	0.0173
ATR	0.0040	0.0040	0.0000	-0.4%	0.0000
Volume	43,278	45,107	1,829	4.2%	251,673

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9443	0.9430	0.9361
R3	0.9405	0.9392	0.9350
R2	0.9367	0.9367	0.9347
R1	0.9354	0.9354	0.9343	0.9361
PP	0.9329	0.9329	0.9329	0.9333
S1	0.9316	0.9316	0.9337	0.9323
S2	0.9291	0.9291	0.9333
S3	0.9253	0.9278	0.9330
S4	0.9215	0.9240	0.9319

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	0.9343	0.9218	0.0125	1.3%	0.0039	0.4%	98%	True	False	51,040
10	0.9343	0.9109	0.0234	2.5%	0.0043	0.5%	99%	True	False	47,795
20	0.9343	0.9100	0.0243	2.6%	0.0040	0.4%	99%	True	False	31,467
40	0.9343	0.9046	0.0297	3.2%	0.0040	0.4%	99%	True	False	16,025
60	0.9343	0.9018	0.0325	3.5%	0.0038	0.4%	99%	True	False	10,756
80	0.9343	0.8815	0.0528	5.7%	0.0042	0.5%	99%	True	False	8,130
100	0.9343	0.8815	0.0528	5.7%	0.0039	0.4%	99%	True	False	6,515
120	0.9343	0.8815	0.0528	5.7%	0.0039	0.4%	99%	True	False	5,444

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9505
2.618	0.9442
1.618	0.9404
1.000	0.9381
0.618	0.9366
HIGH	0.9343
0.618	0.9328
0.500	0.9324
0.382	0.9320
LOW	0.9305
0.618	0.9282
1.000	0.9267
1.618	0.9244
2.618	0.9206
4.250	0.9144

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	0.9335	0.9331
PP	0.9329	0.9322
S1	0.9324	0.9313

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