CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 0.9371 0.9419 0.0048 0.5% 0.9371
High 0.9430 0.9437 0.0007 0.1% 0.9446
Low 0.9351 0.9416 0.0065 0.7% 0.9349
Close 0.9418 0.9425 0.0007 0.1% 0.9418
Range 0.0079 0.0021 -0.0058 -73.4% 0.0097
ATR 0.0052 0.0050 -0.0002 -4.2% 0.0000
Volume 74,589 42,503 -32,086 -43.0% 234,437
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9489 0.9478 0.9437
R3 0.9468 0.9457 0.9431
R2 0.9447 0.9447 0.9429
R1 0.9436 0.9436 0.9427 0.9442
PP 0.9426 0.9426 0.9426 0.9429
S1 0.9415 0.9415 0.9423 0.9421
S2 0.9405 0.9405 0.9421
S3 0.9384 0.9394 0.9419
S4 0.9363 0.9373 0.9413
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9695 0.9654 0.9471
R3 0.9598 0.9557 0.9445
R2 0.9501 0.9501 0.9436
R1 0.9460 0.9460 0.9427 0.9481
PP 0.9404 0.9404 0.9404 0.9415
S1 0.9363 0.9363 0.9409 0.9384
S2 0.9307 0.9307 0.9400
S3 0.9210 0.9266 0.9391
S4 0.9113 0.9169 0.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9446 0.9351 0.0095 1.0% 0.0052 0.5% 78% False False 51,654
10 0.9446 0.9316 0.0130 1.4% 0.0053 0.6% 84% False False 31,156
20 0.9573 0.9316 0.0257 2.7% 0.0051 0.5% 42% False False 16,064
40 0.9700 0.9316 0.0384 4.1% 0.0046 0.5% 28% False False 8,187
60 0.9700 0.9316 0.0384 4.1% 0.0043 0.5% 28% False False 5,521
80 0.9775 0.9316 0.0459 4.9% 0.0043 0.5% 24% False False 4,172
100 0.9775 0.9316 0.0459 4.9% 0.0040 0.4% 24% False False 3,350
120 0.9775 0.9316 0.0459 4.9% 0.0039 0.4% 24% False False 2,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0015
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9526
2.618 0.9492
1.618 0.9471
1.000 0.9458
0.618 0.9450
HIGH 0.9437
0.618 0.9429
0.500 0.9427
0.382 0.9424
LOW 0.9416
0.618 0.9403
1.000 0.9395
1.618 0.9382
2.618 0.9361
4.250 0.9327
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 0.9427 0.9416
PP 0.9426 0.9407
S1 0.9426 0.9399

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

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