CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 0.9373 0.9324 -0.0049 -0.5% 0.9376
High 0.9400 0.9384 -0.0016 -0.2% 0.9431
Low 0.9311 0.9304 -0.0007 -0.1% 0.9311
Close 0.9318 0.9381 0.0063 0.7% 0.9318
Range 0.0089 0.0080 -0.0009 -10.1% 0.0120
ATR 0.0056 0.0057 0.0002 3.1% 0.0000
Volume 42,098 41,469 -629 -1.5% 112,584
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9596 0.9569 0.9425
R3 0.9516 0.9489 0.9403
R2 0.9436 0.9436 0.9396
R1 0.9409 0.9409 0.9388 0.9423
PP 0.9356 0.9356 0.9356 0.9363
S1 0.9329 0.9329 0.9374 0.9343
S2 0.9276 0.9276 0.9366
S3 0.9196 0.9249 0.9359
S4 0.9116 0.9169 0.9337
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9713 0.9636 0.9384
R3 0.9593 0.9516 0.9351
R2 0.9473 0.9473 0.9340
R1 0.9396 0.9396 0.9329 0.9375
PP 0.9353 0.9353 0.9353 0.9343
S1 0.9276 0.9276 0.9307 0.9255
S2 0.9233 0.9233 0.9296
S3 0.9113 0.9156 0.9285
S4 0.8993 0.9036 0.9252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9431 0.9304 0.0127 1.4% 0.0060 0.6% 61% False True 30,810
10 0.9437 0.9293 0.0144 1.5% 0.0061 0.6% 61% False False 43,524
20 0.9446 0.9293 0.0153 1.6% 0.0057 0.6% 58% False False 35,264
40 0.9583 0.9293 0.0290 3.1% 0.0051 0.5% 30% False False 17,933
60 0.9700 0.9293 0.0407 4.3% 0.0048 0.5% 22% False False 12,052
80 0.9775 0.9293 0.0482 5.1% 0.0046 0.5% 18% False False 9,075
100 0.9775 0.9293 0.0482 5.1% 0.0044 0.5% 18% False False 7,276
120 0.9775 0.9293 0.0482 5.1% 0.0041 0.4% 18% False False 6,067
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 0.9724
2.618 0.9593
1.618 0.9513
1.000 0.9464
0.618 0.9433
HIGH 0.9384
0.618 0.9353
0.500 0.9344
0.382 0.9335
LOW 0.9304
0.618 0.9255
1.000 0.9224
1.618 0.9175
2.618 0.9095
4.250 0.8964
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 0.9369 0.9372
PP 0.9356 0.9363
S1 0.9344 0.9354

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

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