CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 0.9055 0.9049 -0.0006 -0.1% 0.9043
High 0.9058 0.9061 0.0003 0.0% 0.9155
Low 0.9050 0.9020 -0.0030 -0.3% 0.9043
Close 0.9054 0.9028 -0.0026 -0.3% 0.9067
Range 0.0008 0.0041 0.0033 412.5% 0.0112
ATR 0.0040 0.0040 0.0000 0.2% 0.0000
Volume 2 60 58 2,900.0% 150
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9159 0.9135 0.9051
R3 0.9118 0.9094 0.9039
R2 0.9077 0.9077 0.9036
R1 0.9053 0.9053 0.9032 0.9045
PP 0.9036 0.9036 0.9036 0.9032
S1 0.9012 0.9012 0.9024 0.9004
S2 0.8995 0.8995 0.9020
S3 0.8954 0.8971 0.9017
S4 0.8913 0.8930 0.9005
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 0.9141 0.9020 0.0121 1.3% 0.0025 0.3% 7% False True 28
10 0.9155 0.9001 0.0154 1.7% 0.0027 0.3% 18% False False 37
20 0.9155 0.8831 0.0324 3.6% 0.0032 0.4% 61% False False 45
40 0.9155 0.8831 0.0324 3.6% 0.0036 0.4% 61% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9235
2.618 0.9168
1.618 0.9127
1.000 0.9102
0.618 0.9086
HIGH 0.9061
0.618 0.9045
0.500 0.9041
0.382 0.9036
LOW 0.9020
0.618 0.8995
1.000 0.8979
1.618 0.8954
2.618 0.8913
4.250 0.8846
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 0.9041 0.9047
PP 0.9036 0.9041
S1 0.9032 0.9034

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

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