CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 0.9049 0.9036 -0.0013 -0.1% 0.9043
High 0.9061 0.9053 -0.0008 -0.1% 0.9155
Low 0.9020 0.9034 0.0014 0.2% 0.9043
Close 0.9028 0.9034 0.0006 0.1% 0.9067
Range 0.0041 0.0019 -0.0022 -53.7% 0.0112
ATR 0.0040 0.0039 -0.0001 -2.7% 0.0000
Volume 60 81 21 35.0% 150
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9097 0.9085 0.9044
R3 0.9078 0.9066 0.9039
R2 0.9059 0.9059 0.9037
R1 0.9047 0.9047 0.9036 0.9044
PP 0.9040 0.9040 0.9040 0.9039
S1 0.9028 0.9028 0.9032 0.9025
S2 0.9021 0.9021 0.9031
S3 0.9002 0.9009 0.9029
S4 0.8983 0.8990 0.9024
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 0.9090 0.9020 0.0070 0.8% 0.0020 0.2% 20% False False 36
10 0.9155 0.9020 0.0135 1.5% 0.0027 0.3% 10% False False 36
20 0.9155 0.8836 0.0319 3.5% 0.0032 0.4% 62% False False 42
40 0.9155 0.8831 0.0324 3.6% 0.0035 0.4% 63% False False 53
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9134
2.618 0.9103
1.618 0.9084
1.000 0.9072
0.618 0.9065
HIGH 0.9053
0.618 0.9046
0.500 0.9044
0.382 0.9041
LOW 0.9034
0.618 0.9022
1.000 0.9015
1.618 0.9003
2.618 0.8984
4.250 0.8953
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 0.9044 0.9041
PP 0.9040 0.9038
S1 0.9037 0.9036

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

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