CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 0.9043 0.9100 0.0057 0.6% 0.9015
High 0.9070 0.9105 0.0035 0.4% 0.9070
Low 0.9043 0.9087 0.0044 0.5% 0.8990
Close 0.9062 0.9098 0.0036 0.4% 0.9050
Range 0.0027 0.0018 -0.0009 -33.3% 0.0080
ATR 0.0043 0.0043 0.0000 0.0% 0.0000
Volume 22 18 -4 -18.2% 309
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9151 0.9142 0.9108
R3 0.9133 0.9124 0.9103
R2 0.9115 0.9115 0.9101
R1 0.9106 0.9106 0.9100 0.9102
PP 0.9097 0.9097 0.9097 0.9094
S1 0.9088 0.9088 0.9096 0.9084
S2 0.9079 0.9079 0.9095
S3 0.9061 0.9070 0.9093
S4 0.9043 0.9052 0.9088
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 0.9105 0.9001 0.0104 1.1% 0.0020 0.2% 93% True False 48
10 0.9105 0.8896 0.0209 2.3% 0.0034 0.4% 97% True False 46
20 0.9105 0.8831 0.0274 3.0% 0.0036 0.4% 97% True False 55
40 0.9105 0.8831 0.0274 3.0% 0.0038 0.4% 97% True False 54
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9182
2.618 0.9152
1.618 0.9134
1.000 0.9123
0.618 0.9116
HIGH 0.9105
0.618 0.9098
0.500 0.9096
0.382 0.9094
LOW 0.9087
0.618 0.9076
1.000 0.9069
1.618 0.9058
2.618 0.9040
4.250 0.9011
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 0.9097 0.9090
PP 0.9097 0.9082
S1 0.9096 0.9074

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

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