CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 0.9141 0.9090 -0.0051 -0.6% 0.9043
High 0.9141 0.9090 -0.0051 -0.6% 0.9155
Low 0.9100 0.9064 -0.0036 -0.4% 0.9043
Close 0.9101 0.9067 -0.0034 -0.4% 0.9067
Range 0.0041 0.0026 -0.0015 -36.6% 0.0112
ATR 0.0045 0.0044 -0.0001 -1.3% 0.0000
Volume 38 27 -11 -28.9% 150
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9152 0.9135 0.9081
R3 0.9126 0.9109 0.9074
R2 0.9100 0.9100 0.9072
R1 0.9083 0.9083 0.9069 0.9079
PP 0.9074 0.9074 0.9074 0.9071
S1 0.9057 0.9057 0.9065 0.9053
S2 0.9048 0.9048 0.9062
S3 0.9022 0.9031 0.9060
S4 0.8996 0.9005 0.9053
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9424 0.9358 0.9129
R3 0.9312 0.9246 0.9098
R2 0.9200 0.9200 0.9088
R1 0.9134 0.9134 0.9077 0.9167
PP 0.9088 0.9088 0.9088 0.9105
S1 0.9022 0.9022 0.9057 0.9055
S2 0.8976 0.8976 0.9046
S3 0.8864 0.8910 0.9036
S4 0.8752 0.8798 0.9005
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% 0.0034 0.4% 21% False False 30
10 0.9155 0.8990 0.0165 1.8% 0.0029 0.3% 47% False False 45
20 0.9155 0.8831 0.0324 3.6% 0.0038 0.4% 73% False False 54
40 0.9155 0.8831 0.0324 3.6% 0.0039 0.4% 73% 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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9201
2.618 0.9158
1.618 0.9132
1.000 0.9116
0.618 0.9106
HIGH 0.9090
0.618 0.9080
0.500 0.9077
0.382 0.9074
LOW 0.9064
0.618 0.9048
1.000 0.9038
1.618 0.9022
2.618 0.8996
4.250 0.8954
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 0.9077 0.9110
PP 0.9074 0.9095
S1 0.9070 0.9081

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

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