CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 0.9371 0.9385 0.0014 0.1% 0.9376
High 0.9407 0.9428 0.0021 0.2% 0.9431
Low 0.9366 0.9348 -0.0018 -0.2% 0.9311
Close 0.9392 0.9362 -0.0030 -0.3% 0.9318
Range 0.0041 0.0080 0.0039 95.1% 0.0120
ATR 0.0056 0.0058 0.0002 3.0% 0.0000
Volume 28,362 57,194 28,832 101.7% 112,584
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9619 0.9571 0.9406
R3 0.9539 0.9491 0.9384
R2 0.9459 0.9459 0.9377
R1 0.9411 0.9411 0.9369 0.9395
PP 0.9379 0.9379 0.9379 0.9372
S1 0.9331 0.9331 0.9355 0.9315
S2 0.9299 0.9299 0.9347
S3 0.9219 0.9251 0.9340
S4 0.9139 0.9171 0.9318
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 0.9428 0.9304 0.0124 1.3% 0.0065 0.7% 47% True False 35,750
10 0.9431 0.9293 0.0138 1.5% 0.0067 0.7% 50% False False 43,268
20 0.9446 0.9293 0.0153 1.6% 0.0060 0.6% 45% False False 39,314
40 0.9576 0.9293 0.0283 3.0% 0.0052 0.6% 24% False False 20,055
60 0.9700 0.9293 0.0407 4.3% 0.0049 0.5% 17% False False 13,470
80 0.9775 0.9293 0.0482 5.1% 0.0046 0.5% 14% False False 10,142
100 0.9775 0.9293 0.0482 5.1% 0.0044 0.5% 14% False False 8,125
120 0.9775 0.9293 0.0482 5.1% 0.0041 0.4% 14% False False 6,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9768
2.618 0.9637
1.618 0.9557
1.000 0.9508
0.618 0.9477
HIGH 0.9428
0.618 0.9397
0.500 0.9388
0.382 0.9379
LOW 0.9348
0.618 0.9299
1.000 0.9268
1.618 0.9219
2.618 0.9139
4.250 0.9008
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 0.9388 0.9366
PP 0.9379 0.9365
S1 0.9371 0.9363

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

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