CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	0.9209	0.9156	-0.0053	-0.6%	0.9386
High	0.9212	0.9208	-0.0004	0.0%	0.9410
Low	0.9120	0.9136	0.0016	0.2%	0.9120
Close	0.9166	0.9195	0.0029	0.3%	0.9166
Range	0.0092	0.0072	-0.0020	-21.7%	0.0290
ATR	0.0064	0.0064	0.0001	0.9%	0.0000
Volume	101,423	60,864	-40,559	-40.0%	404,155

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9396	0.9367	0.9235
R3	0.9324	0.9295	0.9215
R2	0.9252	0.9252	0.9208
R1	0.9223	0.9223	0.9202	0.9238
PP	0.9180	0.9180	0.9180	0.9187
S1	0.9151	0.9151	0.9188	0.9166
S2	0.9108	0.9108	0.9182
S3	0.9036	0.9079	0.9175
S4	0.8964	0.9007	0.9155

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	0.9924	0.9326
R3	0.9812	0.9634	0.9246
R2	0.9522	0.9522	0.9219
R1	0.9344	0.9344	0.9193	0.9288
PP	0.9232	0.9232	0.9232	0.9204
S1	0.9054	0.9054	0.9139	0.8998
S2	0.8942	0.8942	0.9113
S3	0.8652	0.8764	0.9086
S4	0.8362	0.8474	0.9007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9369	0.9120	0.0249	2.7%	0.0076	0.8%	30%	False	False	80,961
10	0.9428	0.9120	0.0308	3.3%	0.0071	0.8%	24%	False	False	64,816
20	0.9437	0.9120	0.0317	3.4%	0.0066	0.7%	24%	False	False	55,826
40	0.9573	0.9120	0.0453	4.9%	0.0059	0.6%	17%	False	False	33,040
60	0.9700	0.9120	0.0580	6.3%	0.0052	0.6%	13%	False	False	22,128
80	0.9775	0.9120	0.0655	7.1%	0.0049	0.5%	11%	False	False	16,641
100	0.9775	0.9120	0.0655	7.1%	0.0047	0.5%	11%	False	False	13,333
120	0.9775	0.9120	0.0655	7.1%	0.0044	0.5%	11%	False	False	11,120

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9514
2.618	0.9396
1.618	0.9324
1.000	0.9280
0.618	0.9252
HIGH	0.9208
0.618	0.9180
0.500	0.9172
0.382	0.9164
LOW	0.9136
0.618	0.9092
1.000	0.9064
1.618	0.9020
2.618	0.8948
4.250	0.8830

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	0.9187	0.9188
PP	0.9180	0.9181
S1	0.9172	0.9175

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols