CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 0.9419 0.9418 -0.0001 0.0% 0.9371
High 0.9437 0.9434 -0.0003 0.0% 0.9446
Low 0.9416 0.9397 -0.0019 -0.2% 0.9349
Close 0.9425 0.9400 -0.0025 -0.3% 0.9418
Range 0.0021 0.0037 0.0016 76.2% 0.0097
ATR 0.0050 0.0049 -0.0001 -1.8% 0.0000
Volume 42,503 45,615 3,112 7.3% 234,437
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9521 0.9498 0.9420
R3 0.9484 0.9461 0.9410
R2 0.9447 0.9447 0.9407
R1 0.9424 0.9424 0.9403 0.9417
PP 0.9410 0.9410 0.9410 0.9407
S1 0.9387 0.9387 0.9397 0.9380
S2 0.9373 0.9373 0.9393
S3 0.9336 0.9350 0.9390
S4 0.9299 0.9313 0.9380
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% 0.0051 0.5% 52% False False 57,624
10 0.9446 0.9316 0.0130 1.4% 0.0053 0.6% 65% False False 35,360
20 0.9571 0.9316 0.0255 2.7% 0.0051 0.5% 33% False False 18,327
40 0.9700 0.9316 0.0384 4.1% 0.0047 0.5% 22% False False 9,322
60 0.9700 0.9316 0.0384 4.1% 0.0043 0.5% 22% False False 6,280
80 0.9775 0.9316 0.0459 4.9% 0.0042 0.5% 18% False False 4,741
100 0.9775 0.9316 0.0459 4.9% 0.0041 0.4% 18% False False 3,806
120 0.9775 0.9316 0.0459 4.9% 0.0039 0.4% 18% False False 3,180
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9591
2.618 0.9531
1.618 0.9494
1.000 0.9471
0.618 0.9457
HIGH 0.9434
0.618 0.9420
0.500 0.9416
0.382 0.9411
LOW 0.9397
0.618 0.9374
1.000 0.9360
1.618 0.9337
2.618 0.9300
4.250 0.9240
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 0.9416 0.9398
PP 0.9410 0.9396
S1 0.9405 0.9394

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

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