CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	0.9020	0.9046	0.0026	0.3%	0.9186
High	0.9058	0.9084	0.0026	0.3%	0.9187
Low	0.9009	0.9032	0.0023	0.3%	0.9010
Close	0.9048	0.9076	0.0028	0.3%	0.9014
Range	0.0049	0.0052	0.0003	6.1%	0.0177
ATR	0.0056	0.0056	0.0000	-0.5%	0.0000
Volume	4,876	298	-4,578	-93.9%	336,788

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9220	0.9200	0.9105
R3	0.9168	0.9148	0.9090
R2	0.9116	0.9116	0.9086
R1	0.9096	0.9096	0.9081	0.9106
PP	0.9064	0.9064	0.9064	0.9069
S1	0.9044	0.9044	0.9071	0.9054
S2	0.9012	0.9012	0.9066
S3	0.8960	0.8992	0.9062
S4	0.8908	0.8940	0.9047

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9485	0.9111
R3	0.9424	0.9308	0.9063
R2	0.9247	0.9247	0.9046
R1	0.9131	0.9131	0.9030	0.9101
PP	0.9070	0.9070	0.9070	0.9055
S1	0.8954	0.8954	0.8998	0.8924
S2	0.8893	0.8893	0.8982
S3	0.8716	0.8777	0.8965
S4	0.8539	0.8600	0.8917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9145	0.9009	0.0136	1.5%	0.0065	0.7%	49%	False	False	38,214
10	0.9238	0.9009	0.0229	2.5%	0.0063	0.7%	29%	False	False	51,597
20	0.9247	0.9009	0.0238	2.6%	0.0058	0.6%	28%	False	False	52,251
40	0.9325	0.9009	0.0316	3.5%	0.0050	0.5%	21%	False	False	50,473
60	0.9399	0.9009	0.0390	4.3%	0.0047	0.5%	17%	False	False	49,554
80	0.9399	0.9009	0.0390	4.3%	0.0045	0.5%	17%	False	False	42,764
100	0.9399	0.9009	0.0390	4.3%	0.0044	0.5%	17%	False	False	34,313
120	0.9399	0.8968	0.0431	4.7%	0.0043	0.5%	25%	False	False	28,638

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9305
2.618	0.9220
1.618	0.9168
1.000	0.9136
0.618	0.9116
HIGH	0.9084
0.618	0.9064
0.500	0.9058
0.382	0.9052
LOW	0.9032
0.618	0.9000
1.000	0.8980
1.618	0.8948
2.618	0.8896
4.250	0.8811

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	0.9070	0.9066
PP	0.9064	0.9056
S1	0.9058	0.9047

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