CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 0.9312 0.9355 0.0043 0.5% 0.9419
High 0.9364 0.9389 0.0025 0.3% 0.9437
Low 0.9300 0.9293 -0.0007 -0.1% 0.9293
Close 0.9358 0.9360 0.0002 0.0% 0.9360
Range 0.0064 0.0096 0.0032 50.0% 0.0144
ATR 0.0053 0.0056 0.0003 5.9% 0.0000
Volume 52,535 61,563 9,028 17.2% 281,196
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9635 0.9594 0.9413
R3 0.9539 0.9498 0.9386
R2 0.9443 0.9443 0.9378
R1 0.9402 0.9402 0.9369 0.9423
PP 0.9347 0.9347 0.9347 0.9358
S1 0.9306 0.9306 0.9351 0.9327
S2 0.9251 0.9251 0.9342
S3 0.9155 0.9210 0.9334
S4 0.9059 0.9114 0.9307
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9795 0.9722 0.9439
R3 0.9651 0.9578 0.9400
R2 0.9507 0.9507 0.9386
R1 0.9434 0.9434 0.9373 0.9399
PP 0.9363 0.9363 0.9363 0.9346
S1 0.9290 0.9290 0.9347 0.9255
S2 0.9219 0.9219 0.9334
S3 0.9075 0.9146 0.9320
S4 0.8931 0.9002 0.9281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9437 0.9293 0.0144 1.5% 0.0062 0.7% 47% False True 56,239
10 0.9446 0.9293 0.0153 1.6% 0.0058 0.6% 44% False True 51,563
20 0.9481 0.9293 0.0188 2.0% 0.0055 0.6% 36% False True 27,923
40 0.9583 0.9293 0.0290 3.1% 0.0048 0.5% 23% False True 14,128
60 0.9700 0.9293 0.0407 4.3% 0.0046 0.5% 16% False True 9,493
80 0.9775 0.9293 0.0482 5.1% 0.0045 0.5% 14% False True 7,152
100 0.9775 0.9293 0.0482 5.1% 0.0042 0.4% 14% False True 5,736
120 0.9775 0.9293 0.0482 5.1% 0.0040 0.4% 14% False True 4,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.9797
2.618 0.9640
1.618 0.9544
1.000 0.9485
0.618 0.9448
HIGH 0.9389
0.618 0.9352
0.500 0.9341
0.382 0.9330
LOW 0.9293
0.618 0.9234
1.000 0.9197
1.618 0.9138
2.618 0.9042
4.250 0.8885
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 0.9354 0.9358
PP 0.9347 0.9355
S1 0.9341 0.9353

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

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