CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 07-Jul-2014

Day Change Summary
	Previous	Current
	03-Jul-2014	07-Jul-2014	Change	Change %	Previous Week
Open	0.9358	0.9373	0.0015	0.2%	0.9360
High	0.9399	0.9390	-0.0009	-0.1%	0.9399
Low	0.9347	0.9343	-0.0004	0.0%	0.9331
Close	0.9397	0.9352	-0.0045	-0.5%	0.9397
Range	0.0052	0.0047	-0.0005	-9.6%	0.0068
ATR	0.0041	0.0042	0.0001	2.3%	0.0000
Volume	53,348	53,818	470	0.9%	183,690

Daily Pivots for day following 07-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9474	0.9378
R3	0.9456	0.9427	0.9365
R2	0.9409	0.9409	0.9361
R1	0.9380	0.9380	0.9356	0.9371
PP	0.9362	0.9362	0.9362	0.9357
S1	0.9333	0.9333	0.9348	0.9324
S2	0.9315	0.9315	0.9343
S3	0.9268	0.9286	0.9339
S4	0.9221	0.9239	0.9326

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9556	0.9434
R3	0.9512	0.9488	0.9416
R2	0.9444	0.9444	0.9409
R1	0.9420	0.9420	0.9403	0.9432
PP	0.9376	0.9376	0.9376	0.9382
S1	0.9352	0.9352	0.9391	0.9364
S2	0.9308	0.9308	0.9385
S3	0.9240	0.9284	0.9378
S4	0.9172	0.9216	0.9360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9399	0.9331	0.0068	0.7%	0.0045	0.5%	31%	False	False	47,501
10	0.9399	0.9276	0.0123	1.3%	0.0039	0.4%	62%	False	False	47,017
20	0.9399	0.9109	0.0290	3.1%	0.0041	0.4%	84%	False	False	44,593
40	0.9399	0.9100	0.0299	3.2%	0.0039	0.4%	84%	False	False	23,080
60	0.9399	0.9018	0.0381	4.1%	0.0038	0.4%	88%	False	False	15,501
80	0.9399	0.8815	0.0584	6.2%	0.0042	0.4%	92%	False	False	11,700
100	0.9399	0.8815	0.0584	6.2%	0.0040	0.4%	92%	False	False	9,375
120	0.9399	0.8815	0.0584	6.2%	0.0040	0.4%	92%	False	False	7,822

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9590
2.618	0.9513
1.618	0.9466
1.000	0.9437
0.618	0.9419
HIGH	0.9390
0.618	0.9372
0.500	0.9367
0.382	0.9361
LOW	0.9343
0.618	0.9314
1.000	0.9296
1.618	0.9267
2.618	0.9220
4.250	0.9143

Fisher Pivots for day following 07-Jul-2014
Pivot	1 day	3 day
R1	0.9367	0.9371
PP	0.9362	0.9365
S1	0.9357	0.9358

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