CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	0.9146	0.9145	-0.0001	0.0%	0.9150
High	0.9156	0.9161	0.0005	0.1%	0.9163
Low	0.9122	0.9133	0.0011	0.1%	0.9094
Close	0.9154	0.9152	-0.0002	0.0%	0.9106
Range	0.0034	0.0028	-0.0006	-17.6%	0.0069
ATR	0.0045	0.0043	-0.0001	-2.7%	0.0000
Volume	37,397	47,047	9,650	25.8%	265,343

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9233	0.9220	0.9167
R3	0.9205	0.9192	0.9160
R2	0.9177	0.9177	0.9157
R1	0.9164	0.9164	0.9155	0.9171
PP	0.9149	0.9149	0.9149	0.9152
S1	0.9136	0.9136	0.9149	0.9143
S2	0.9121	0.9121	0.9147
S3	0.9093	0.9108	0.9144
S4	0.9065	0.9080	0.9137

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	0.9096	0.0067	0.7%	0.0041	0.4%	84%	False	False	49,204
10	0.9184	0.9094	0.0090	1.0%	0.0044	0.5%	64%	False	False	52,398
20	0.9326	0.9094	0.0232	2.5%	0.0042	0.5%	25%	False	False	48,476
40	0.9399	0.9094	0.0305	3.3%	0.0045	0.5%	19%	False	False	49,599
60	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	19%	False	False	37,598
80	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	35%	False	False	28,322
100	0.9399	0.8865	0.0534	5.8%	0.0041	0.4%	54%	False	False	22,712
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	58%	False	False	18,951

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9280
2.618	0.9234
1.618	0.9206
1.000	0.9189
0.618	0.9178
HIGH	0.9161
0.618	0.9150
0.500	0.9147
0.382	0.9144
LOW	0.9133
0.618	0.9116
1.000	0.9105
1.618	0.9088
2.618	0.9060
4.250	0.9014

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	0.9150	0.9145
PP	0.9149	0.9138
S1	0.9147	0.9131

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