CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 0.9090 0.9066 -0.0024 -0.3% 0.9043
High 0.9090 0.9074 -0.0016 -0.2% 0.9155
Low 0.9064 0.9066 0.0002 0.0% 0.9043
Close 0.9067 0.9068 0.0001 0.0% 0.9067
Range 0.0026 0.0008 -0.0018 -69.2% 0.0112
ATR 0.0044 0.0042 -0.0003 -5.9% 0.0000
Volume 27 13 -14 -51.9% 150
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9093 0.9089 0.9072
R3 0.9085 0.9081 0.9070
R2 0.9077 0.9077 0.9069
R1 0.9073 0.9073 0.9069 0.9075
PP 0.9069 0.9069 0.9069 0.9071
S1 0.9065 0.9065 0.9067 0.9067
S2 0.9061 0.9061 0.9067
S3 0.9053 0.9057 0.9066
S4 0.9045 0.9049 0.9064
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 0.9064 0.0091 1.0% 0.0031 0.3% 4% False False 28
10 0.9155 0.8998 0.0157 1.7% 0.0026 0.3% 45% False False 43
20 0.9155 0.8831 0.0324 3.6% 0.0038 0.4% 73% False False 53
40 0.9155 0.8831 0.0324 3.6% 0.0038 0.4% 73% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9108
2.618 0.9095
1.618 0.9087
1.000 0.9082
0.618 0.9079
HIGH 0.9074
0.618 0.9071
0.500 0.9070
0.382 0.9069
LOW 0.9066
0.618 0.9061
1.000 0.9058
1.618 0.9053
2.618 0.9045
4.250 0.9032
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 0.9070 0.9103
PP 0.9069 0.9091
S1 0.9069 0.9080

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

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