CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 0.9015 0.9029 0.0014 0.2% 0.9066
High 0.9027 0.9030 0.0003 0.0% 0.9074
Low 0.9015 0.9014 -0.0001 0.0% 0.9020
Close 0.9025 0.9016 -0.0009 -0.1% 0.9034
Range 0.0012 0.0016 0.0004 33.3% 0.0054
ATR 0.0038 0.0036 -0.0002 -4.1% 0.0000
Volume 47 16 -31 -66.0% 156
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9068 0.9058 0.9025
R3 0.9052 0.9042 0.9020
R2 0.9036 0.9036 0.9019
R1 0.9026 0.9026 0.9017 0.9023
PP 0.9020 0.9020 0.9020 0.9019
S1 0.9010 0.9010 0.9015 0.9007
S2 0.9004 0.9004 0.9013
S3 0.8988 0.8994 0.9012
S4 0.8972 0.8978 0.9007
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9205 0.9173 0.9064
R3 0.9151 0.9119 0.9049
R2 0.9097 0.9097 0.9044
R1 0.9065 0.9065 0.9039 0.9054
PP 0.9043 0.9043 0.9043 0.9037
S1 0.9011 0.9011 0.9029 0.9000
S2 0.8989 0.8989 0.9024
S3 0.8935 0.8957 0.9019
S4 0.8881 0.8903 0.9004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9061 0.9014 0.0047 0.5% 0.0019 0.2% 4% False True 41
10 0.9155 0.9014 0.0141 1.6% 0.0025 0.3% 1% False True 34
20 0.9155 0.8881 0.0274 3.0% 0.0030 0.3% 49% False False 40
40 0.9155 0.8831 0.0324 3.6% 0.0034 0.4% 57% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9098
2.618 0.9072
1.618 0.9056
1.000 0.9046
0.618 0.9040
HIGH 0.9030
0.618 0.9024
0.500 0.9022
0.382 0.9020
LOW 0.9014
0.618 0.9004
1.000 0.8998
1.618 0.8988
2.618 0.8972
4.250 0.8946
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 0.9022 0.9034
PP 0.9020 0.9028
S1 0.9018 0.9022

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

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