CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	0.9204	0.9160	-0.0044	-0.5%	0.9303
High	0.9207	0.9184	-0.0023	-0.2%	0.9325
Low	0.9148	0.9140	-0.0008	-0.1%	0.9229
Close	0.9163	0.9164	0.0001	0.0%	0.9235
Range	0.0059	0.0044	-0.0015	-25.4%	0.0096
ATR	0.0043	0.0043	0.0000	0.1%	0.0000
Volume	65,291	61,510	-3,781	-5.8%	204,683

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9295	0.9273	0.9188
R3	0.9251	0.9229	0.9176
R2	0.9207	0.9207	0.9172
R1	0.9185	0.9185	0.9168	0.9196
PP	0.9163	0.9163	0.9163	0.9168
S1	0.9141	0.9141	0.9160	0.9152
S2	0.9119	0.9119	0.9156
S3	0.9075	0.9097	0.9152
S4	0.9031	0.9053	0.9140

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9551	0.9489	0.9288
R3	0.9455	0.9393	0.9261
R2	0.9359	0.9359	0.9253
R1	0.9297	0.9297	0.9244	0.9280
PP	0.9263	0.9263	0.9263	0.9255
S1	0.9201	0.9201	0.9226	0.9184
S2	0.9167	0.9167	0.9217
S3	0.9071	0.9105	0.9209
S4	0.8975	0.9009	0.9182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9301	0.9140	0.0161	1.8%	0.0050	0.5%	15%	False	True	55,902
10	0.9326	0.9140	0.0186	2.0%	0.0041	0.4%	13%	False	True	46,216
20	0.9399	0.9140	0.0259	2.8%	0.0044	0.5%	9%	False	True	49,087
40	0.9399	0.9100	0.0299	3.3%	0.0042	0.5%	21%	False	False	44,469
60	0.9399	0.9100	0.0299	3.3%	0.0041	0.4%	21%	False	False	29,991
80	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	38%	False	False	22,566
100	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	60%	False	False	18,109
120	0.9399	0.8815	0.0584	6.4%	0.0040	0.4%	60%	False	False	15,101

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9371
2.618	0.9299
1.618	0.9255
1.000	0.9228
0.618	0.9211
HIGH	0.9184
0.618	0.9167
0.500	0.9162
0.382	0.9157
LOW	0.9140
0.618	0.9113
1.000	0.9096
1.618	0.9069
2.618	0.9025
4.250	0.8953

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	0.9163	0.9195
PP	0.9163	0.9185
S1	0.9162	0.9174

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