CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 0.9355 0.9376 0.0021 0.2% 0.9419
High 0.9389 0.9431 0.0042 0.4% 0.9437
Low 0.9293 0.9360 0.0067 0.7% 0.9293
Close 0.9360 0.9409 0.0049 0.5% 0.9360
Range 0.0096 0.0071 -0.0025 -26.0% 0.0144
ATR 0.0056 0.0057 0.0001 2.0% 0.0000
Volume 61,563 42,614 -18,949 -30.8% 281,196
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9613 0.9582 0.9448
R3 0.9542 0.9511 0.9429
R2 0.9471 0.9471 0.9422
R1 0.9440 0.9440 0.9416 0.9456
PP 0.9400 0.9400 0.9400 0.9408
S1 0.9369 0.9369 0.9402 0.9385
S2 0.9329 0.9329 0.9396
S3 0.9258 0.9298 0.9389
S4 0.9187 0.9227 0.9370
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 0.9434 0.9293 0.0141 1.5% 0.0072 0.8% 82% False False 56,261
10 0.9446 0.9293 0.0153 1.6% 0.0062 0.7% 76% False False 53,957
20 0.9478 0.9293 0.0185 2.0% 0.0057 0.6% 63% False False 29,976
40 0.9583 0.9293 0.0290 3.1% 0.0049 0.5% 40% False False 15,180
60 0.9700 0.9293 0.0407 4.3% 0.0047 0.5% 29% False False 10,202
80 0.9775 0.9293 0.0482 5.1% 0.0045 0.5% 24% False False 7,684
100 0.9775 0.9293 0.0482 5.1% 0.0042 0.5% 24% False False 6,162
120 0.9775 0.9293 0.0482 5.1% 0.0040 0.4% 24% False False 5,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9733
2.618 0.9617
1.618 0.9546
1.000 0.9502
0.618 0.9475
HIGH 0.9431
0.618 0.9404
0.500 0.9396
0.382 0.9387
LOW 0.9360
0.618 0.9316
1.000 0.9289
1.618 0.9245
2.618 0.9174
4.250 0.9058
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 0.9405 0.9393
PP 0.9400 0.9378
S1 0.9396 0.9362

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

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