CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 0.9095 0.9141 0.0046 0.5% 0.9015
High 0.9155 0.9141 -0.0014 -0.2% 0.9070
Low 0.9095 0.9100 0.0005 0.1% 0.8990
Close 0.9154 0.9101 -0.0053 -0.6% 0.9050
Range 0.0060 0.0041 -0.0019 -31.7% 0.0080
ATR 0.0044 0.0045 0.0001 1.6% 0.0000
Volume 45 38 -7 -15.6% 309
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9237 0.9210 0.9124
R3 0.9196 0.9169 0.9112
R2 0.9155 0.9155 0.9109
R1 0.9128 0.9128 0.9105 0.9121
PP 0.9114 0.9114 0.9114 0.9111
S1 0.9087 0.9087 0.9097 0.9080
S2 0.9073 0.9073 0.9093
S3 0.9032 0.9046 0.9090
S4 0.8991 0.9005 0.9078
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 0.9155 0.9043 0.0112 1.2% 0.0033 0.4% 52% False False 35
10 0.9155 0.8977 0.0178 2.0% 0.0031 0.3% 70% False False 49
20 0.9155 0.8831 0.0324 3.6% 0.0037 0.4% 83% False False 58
40 0.9155 0.8831 0.0324 3.6% 0.0039 0.4% 83% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9315
2.618 0.9248
1.618 0.9207
1.000 0.9182
0.618 0.9166
HIGH 0.9141
0.618 0.9125
0.500 0.9121
0.382 0.9116
LOW 0.9100
0.618 0.9075
1.000 0.9059
1.618 0.9034
2.618 0.8993
4.250 0.8926
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 0.9121 0.9121
PP 0.9114 0.9114
S1 0.9108 0.9108

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

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