CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	0.9160	0.9161	0.0001	0.0%	0.9234
High	0.9184	0.9178	-0.0006	-0.1%	0.9251
Low	0.9140	0.9128	-0.0012	-0.1%	0.9128
Close	0.9164	0.9149	-0.0015	-0.2%	0.9149
Range	0.0044	0.0050	0.0006	13.6%	0.0123
ATR	0.0043	0.0044	0.0000	1.1%	0.0000
Volume	61,510	64,481	2,971	4.8%	279,671

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9302	0.9275	0.9177
R3	0.9252	0.9225	0.9163
R2	0.9202	0.9202	0.9158
R1	0.9175	0.9175	0.9154	0.9164
PP	0.9152	0.9152	0.9152	0.9146
S1	0.9125	0.9125	0.9144	0.9114
S2	0.9102	0.9102	0.9140
S3	0.9052	0.9075	0.9135
S4	0.9002	0.9025	0.9122

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9545	0.9470	0.9217
R3	0.9422	0.9347	0.9183
R2	0.9299	0.9299	0.9172
R1	0.9224	0.9224	0.9160	0.9200
PP	0.9176	0.9176	0.9176	0.9164
S1	0.9101	0.9101	0.9138	0.9077
S2	0.9053	0.9053	0.9126
S3	0.8930	0.8978	0.9115
S4	0.8807	0.8855	0.9081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9251	0.9128	0.0123	1.3%	0.0046	0.5%	17%	False	True	55,934
10	0.9325	0.9128	0.0197	2.2%	0.0041	0.4%	11%	False	True	48,435
20	0.9392	0.9128	0.0264	2.9%	0.0044	0.5%	8%	False	True	49,644
40	0.9399	0.9109	0.0290	3.2%	0.0042	0.5%	14%	False	False	45,858
60	0.9399	0.9100	0.0299	3.3%	0.0041	0.5%	16%	False	False	31,044
80	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	34%	False	False	23,369
100	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	57%	False	False	18,752
120	0.9399	0.8815	0.0584	6.4%	0.0041	0.4%	57%	False	False	15,638

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9391
2.618	0.9309
1.618	0.9259
1.000	0.9228
0.618	0.9209
HIGH	0.9178
0.618	0.9159
0.500	0.9153
0.382	0.9147
LOW	0.9128
0.618	0.9097
1.000	0.9078
1.618	0.9047
2.618	0.8997
4.250	0.8916

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	0.9153	0.9168
PP	0.9152	0.9161
S1	0.9150	0.9155

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