CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	0.9106	0.9146	0.0040	0.4%	0.9150
High	0.9151	0.9156	0.0005	0.1%	0.9163
Low	0.9101	0.9122	0.0021	0.2%	0.9094
Close	0.9143	0.9154	0.0011	0.1%	0.9106
Range	0.0050	0.0034	-0.0016	-32.0%	0.0069
ATR	0.0045	0.0045	-0.0001	-1.8%	0.0000
Volume	48,202	37,397	-10,805	-22.4%	265,343

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9246	0.9234	0.9173
R3	0.9212	0.9200	0.9163
R2	0.9178	0.9178	0.9160
R1	0.9166	0.9166	0.9157	0.9172
PP	0.9144	0.9144	0.9144	0.9147
S1	0.9132	0.9132	0.9151	0.9138
S2	0.9110	0.9110	0.9148
S3	0.9076	0.9098	0.9145
S4	0.9042	0.9064	0.9135

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9328	0.9286	0.9144
R3	0.9259	0.9217	0.9125
R2	0.9190	0.9190	0.9119
R1	0.9148	0.9148	0.9112	0.9135
PP	0.9121	0.9121	0.9121	0.9114
S1	0.9079	0.9079	0.9100	0.9066
S2	0.9052	0.9052	0.9093
S3	0.8983	0.9010	0.9087
S4	0.8914	0.8941	0.9068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9163	0.9094	0.0069	0.8%	0.0047	0.5%	87%	False	False	52,018
10	0.9207	0.9094	0.0113	1.2%	0.0047	0.5%	53%	False	False	54,222
20	0.9326	0.9094	0.0232	2.5%	0.0044	0.5%	26%	False	False	49,592
40	0.9399	0.9094	0.0305	3.3%	0.0045	0.5%	20%	False	False	49,214
60	0.9399	0.9094	0.0305	3.3%	0.0041	0.5%	20%	False	False	36,819
80	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	36%	False	False	27,735
100	0.9399	0.8847	0.0552	6.0%	0.0041	0.5%	56%	False	False	22,244
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	58%	False	False	18,559

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9301
2.618	0.9245
1.618	0.9211
1.000	0.9190
0.618	0.9177
HIGH	0.9156
0.618	0.9143
0.500	0.9139
0.382	0.9135
LOW	0.9122
0.618	0.9101
1.000	0.9088
1.618	0.9067
2.618	0.9033
4.250	0.8978

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	0.9149	0.9145
PP	0.9144	0.9136
S1	0.9139	0.9127

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