CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	0.9347	0.9350	0.0003	0.0%	0.9360
High	0.9364	0.9382	0.0018	0.2%	0.9399
Low	0.9335	0.9344	0.0009	0.1%	0.9331
Close	0.9352	0.9378	0.0026	0.3%	0.9397
Range	0.0029	0.0038	0.0009	31.0%	0.0068
ATR	0.0041	0.0041	0.0000	-0.5%	0.0000
Volume	40,225	42,533	2,308	5.7%	183,690

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9482	0.9468	0.9399
R3	0.9444	0.9430	0.9388
R2	0.9406	0.9406	0.9385
R1	0.9392	0.9392	0.9381	0.9399
PP	0.9368	0.9368	0.9368	0.9372
S1	0.9354	0.9354	0.9375	0.9361
S2	0.9330	0.9330	0.9371
S3	0.9292	0.9316	0.9368
S4	0.9254	0.9278	0.9357

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	0.9335	0.0064	0.7%	0.0041	0.4%	67%	False	False	45,708
10	0.9399	0.9282	0.0117	1.2%	0.0040	0.4%	82%	False	False	45,745
20	0.9399	0.9109	0.0290	3.1%	0.0041	0.4%	93%	False	False	46,566
40	0.9399	0.9100	0.0299	3.2%	0.0038	0.4%	93%	False	False	25,088
60	0.9399	0.9018	0.0381	4.1%	0.0038	0.4%	94%	False	False	16,874
80	0.9399	0.8815	0.0584	6.2%	0.0042	0.4%	96%	False	False	12,725
100	0.9399	0.8815	0.0584	6.2%	0.0040	0.4%	96%	False	False	10,201
120	0.9399	0.8815	0.0584	6.2%	0.0039	0.4%	96%	False	False	8,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9544
2.618	0.9481
1.618	0.9443
1.000	0.9420
0.618	0.9405
HIGH	0.9382
0.618	0.9367
0.500	0.9363
0.382	0.9359
LOW	0.9344
0.618	0.9321
1.000	0.9306
1.618	0.9283
2.618	0.9245
4.250	0.9183

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	0.9373	0.9373
PP	0.9368	0.9368
S1	0.9363	0.9363

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