CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	0.9302	0.9310	0.0008	0.1%	0.9303
High	0.9325	0.9318	-0.0007	-0.1%	0.9326
Low	0.9293	0.9288	-0.0005	-0.1%	0.9250
Close	0.9306	0.9293	-0.0013	-0.1%	0.9305
Range	0.0032	0.0030	-0.0002	-6.3%	0.0076
ATR	0.0041	0.0040	-0.0001	-1.9%	0.0000
Volume	41,070	34,368	-6,702	-16.3%	254,838

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9371	0.9310
R3	0.9360	0.9341	0.9301
R2	0.9330	0.9330	0.9299
R1	0.9311	0.9311	0.9296	0.9306
PP	0.9300	0.9300	0.9300	0.9297
S1	0.9281	0.9281	0.9290	0.9276
S2	0.9270	0.9270	0.9288
S3	0.9240	0.9251	0.9285
S4	0.9210	0.9221	0.9277

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9522	0.9489	0.9347
R3	0.9446	0.9413	0.9326
R2	0.9370	0.9370	0.9319
R1	0.9337	0.9337	0.9312	0.9354
PP	0.9294	0.9294	0.9294	0.9302
S1	0.9261	0.9261	0.9298	0.9278
S2	0.9218	0.9218	0.9291
S3	0.9142	0.9185	0.9284
S4	0.9066	0.9109	0.9263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9326	0.9275	0.0051	0.5%	0.0032	0.3%	35%	False	False	36,530
10	0.9392	0.9250	0.0142	1.5%	0.0043	0.5%	30%	False	False	47,116
20	0.9399	0.9250	0.0149	1.6%	0.0041	0.4%	29%	False	False	46,325
40	0.9399	0.9100	0.0299	3.2%	0.0041	0.4%	65%	False	False	37,801
60	0.9399	0.9046	0.0353	3.8%	0.0040	0.4%	70%	False	False	25,381
80	0.9399	0.8999	0.0400	4.3%	0.0039	0.4%	74%	False	False	19,088
100	0.9399	0.8815	0.0584	6.3%	0.0042	0.4%	82%	False	False	15,318
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	82%	False	False	12,776

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9446
2.618	0.9397
1.618	0.9367
1.000	0.9348
0.618	0.9337
HIGH	0.9318
0.618	0.9307
0.500	0.9303
0.382	0.9299
LOW	0.9288
0.618	0.9269
1.000	0.9258
1.618	0.9239
2.618	0.9209
4.250	0.9161

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	0.9303	0.9304
PP	0.9300	0.9300
S1	0.9296	0.9297

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