CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 0.9023 0.9070 0.0047 0.5% 0.9015
High 0.9023 0.9084 0.0061 0.7% 0.9030
Low 0.9014 0.9070 0.0056 0.6% 0.8999
Close 0.9018 0.9077 0.0059 0.7% 0.9009
Range 0.0009 0.0014 0.0005 55.6% 0.0031
ATR 0.0031 0.0033 0.0003 8.2% 0.0000
Volume 61 49 -12 -19.7% 229
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9119 0.9112 0.9085
R3 0.9105 0.9098 0.9081
R2 0.9091 0.9091 0.9080
R1 0.9084 0.9084 0.9078 0.9088
PP 0.9077 0.9077 0.9077 0.9079
S1 0.9070 0.9070 0.9076 0.9074
S2 0.9063 0.9063 0.9074
S3 0.9049 0.9056 0.9073
S4 0.9035 0.9042 0.9069
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9106 0.9088 0.9026
R3 0.9075 0.9057 0.9018
R2 0.9044 0.9044 0.9015
R1 0.9026 0.9026 0.9012 0.9020
PP 0.9013 0.9013 0.9013 0.9009
S1 0.8995 0.8995 0.9006 0.8989
S2 0.8982 0.8982 0.9003
S3 0.8951 0.8964 0.9000
S4 0.8920 0.8933 0.8992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9084 0.8999 0.0085 0.9% 0.0014 0.2% 92% True False 55
10 0.9084 0.8999 0.0085 0.9% 0.0017 0.2% 92% True False 48
20 0.9155 0.8998 0.0157 1.7% 0.0021 0.2% 50% False False 45
40 0.9155 0.8831 0.0324 3.6% 0.0032 0.4% 76% False False 51
60 0.9155 0.8831 0.0324 3.6% 0.0034 0.4% 76% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9144
2.618 0.9121
1.618 0.9107
1.000 0.9098
0.618 0.9093
HIGH 0.9084
0.618 0.9079
0.500 0.9077
0.382 0.9075
LOW 0.9070
0.618 0.9061
1.000 0.9056
1.618 0.9047
2.618 0.9033
4.250 0.9011
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 0.9077 0.9066
PP 0.9077 0.9056
S1 0.9077 0.9045

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

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