CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 0.9020 0.9070 0.0050 0.6% 0.9015
High 0.9025 0.9070 0.0045 0.5% 0.9070
Low 0.9001 0.9050 0.0049 0.5% 0.8990
Close 0.9006 0.9050 0.0044 0.5% 0.9050
Range 0.0024 0.0020 -0.0004 -16.7% 0.0080
ATR 0.0043 0.0044 0.0002 3.5% 0.0000
Volume 98 54 -44 -44.9% 309
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9117 0.9103 0.9061
R3 0.9097 0.9083 0.9056
R2 0.9077 0.9077 0.9054
R1 0.9063 0.9063 0.9052 0.9060
PP 0.9057 0.9057 0.9057 0.9055
S1 0.9043 0.9043 0.9048 0.9040
S2 0.9037 0.9037 0.9046
S3 0.9017 0.9023 0.9045
S4 0.8997 0.9003 0.9039
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9277 0.9243 0.9094
R3 0.9197 0.9163 0.9072
R2 0.9117 0.9117 0.9065
R1 0.9083 0.9083 0.9057 0.9100
PP 0.9037 0.9037 0.9037 0.9045
S1 0.9003 0.9003 0.9043 0.9020
S2 0.8957 0.8957 0.9035
S3 0.8877 0.8923 0.9028
S4 0.8797 0.8843 0.9006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9070 0.8990 0.0080 0.9% 0.0024 0.3% 75% True False 61
10 0.9070 0.8857 0.0213 2.4% 0.0035 0.4% 91% True False 45
20 0.9070 0.8831 0.0239 2.6% 0.0036 0.4% 92% True False 58
40 0.9090 0.8831 0.0259 2.9% 0.0039 0.4% 85% False False 55
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9155
2.618 0.9122
1.618 0.9102
1.000 0.9090
0.618 0.9082
HIGH 0.9070
0.618 0.9062
0.500 0.9060
0.382 0.9058
LOW 0.9050
0.618 0.9038
1.000 0.9030
1.618 0.9018
2.618 0.8998
4.250 0.8965
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 0.9060 0.9045
PP 0.9057 0.9040
S1 0.9053 0.9036

These figures are updated between 7pm and 10pm EST after a trading day.

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