CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	0.9110	0.9134	0.0024	0.3%	0.9176
High	0.9135	0.9146	0.0011	0.1%	0.9189
Low	0.9096	0.9100	0.0004	0.0%	0.9096
Close	0.9130	0.9131	0.0001	0.0%	0.9131
Range	0.0039	0.0046	0.0007	17.9%	0.0093
ATR	0.0042	0.0042	0.0000	0.8%	0.0000
Volume	34,921	52,376	17,455	50.0%	203,298

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9264	0.9243	0.9156
R3	0.9218	0.9197	0.9144
R2	0.9172	0.9172	0.9139
R1	0.9151	0.9151	0.9135	0.9139
PP	0.9126	0.9126	0.9126	0.9119
S1	0.9105	0.9105	0.9127	0.9093
S2	0.9080	0.9080	0.9123
S3	0.9034	0.9059	0.9118
S4	0.8988	0.9013	0.9106

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9418	0.9367	0.9182
R3	0.9325	0.9274	0.9157
R2	0.9232	0.9232	0.9148
R1	0.9181	0.9181	0.9140	0.9160
PP	0.9139	0.9139	0.9139	0.9128
S1	0.9088	0.9088	0.9122	0.9067
S2	0.9046	0.9046	0.9114
S3	0.8953	0.8995	0.9105
S4	0.8860	0.8902	0.9080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9189	0.9096	0.0093	1.0%	0.0039	0.4%	38%	False	False	40,659
10	0.9202	0.9096	0.0106	1.2%	0.0039	0.4%	33%	False	False	43,004
20	0.9251	0.9094	0.0157	1.7%	0.0043	0.5%	24%	False	False	48,752
40	0.9399	0.9094	0.0305	3.3%	0.0043	0.5%	12%	False	False	48,019
60	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	12%	False	False	42,501
80	0.9399	0.9046	0.0353	3.9%	0.0041	0.5%	24%	False	False	32,022
100	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	30%	False	False	25,661
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	54%	False	False	21,426

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9342
2.618	0.9266
1.618	0.9220
1.000	0.9192
0.618	0.9174
HIGH	0.9146
0.618	0.9128
0.500	0.9123
0.382	0.9118
LOW	0.9100
0.618	0.9072
1.000	0.9054
1.618	0.9026
2.618	0.8980
4.250	0.8905

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	0.9128	0.9128
PP	0.9126	0.9124
S1	0.9123	0.9121

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