CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 0.9106 0.9005 -0.0101 -1.1% 0.9156
High 0.9118 0.9005 -0.0113 -1.2% 0.9208
Low 0.9003 0.8937 -0.0066 -0.7% 0.9084
Close 0.9011 0.8986 -0.0025 -0.3% 0.9102
Range 0.0115 0.0068 -0.0047 -40.9% 0.0124
ATR 0.0068 0.0068 0.0000 0.7% 0.0000
Volume 90,706 120,858 30,152 33.2% 303,892
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9180 0.9151 0.9023
R3 0.9112 0.9083 0.9005
R2 0.9044 0.9044 0.8998
R1 0.9015 0.9015 0.8992 0.8996
PP 0.8976 0.8976 0.8976 0.8966
S1 0.8947 0.8947 0.8980 0.8928
S2 0.8908 0.8908 0.8974
S3 0.8840 0.8879 0.8967
S4 0.8772 0.8811 0.8949
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9503 0.9427 0.9170
R3 0.9379 0.9303 0.9136
R2 0.9255 0.9255 0.9125
R1 0.9179 0.9179 0.9113 0.9155
PP 0.9131 0.9131 0.9131 0.9120
S1 0.9055 0.9055 0.9091 0.9031
S2 0.9007 0.9007 0.9079
S3 0.8883 0.8931 0.9068
S4 0.8759 0.8807 0.9034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9157 0.8937 0.0220 2.4% 0.0071 0.8% 22% False True 76,090
10 0.9229 0.8937 0.0292 3.2% 0.0070 0.8% 17% False True 74,802
20 0.9428 0.8937 0.0491 5.5% 0.0067 0.7% 10% False True 62,003
40 0.9478 0.8937 0.0541 6.0% 0.0062 0.7% 9% False True 45,990
60 0.9583 0.8937 0.0646 7.2% 0.0055 0.6% 8% False True 30,787
80 0.9700 0.8937 0.0763 8.5% 0.0052 0.6% 6% False True 23,153
100 0.9775 0.8937 0.0838 9.3% 0.0050 0.6% 6% False True 18,548
120 0.9775 0.8937 0.0838 9.3% 0.0047 0.5% 6% False True 15,469
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9294
2.618 0.9183
1.618 0.9115
1.000 0.9073
0.618 0.9047
HIGH 0.9005
0.618 0.8979
0.500 0.8971
0.382 0.8963
LOW 0.8937
0.618 0.8895
1.000 0.8869
1.618 0.8827
2.618 0.8759
4.250 0.8648
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 0.8981 0.9037
PP 0.8976 0.9020
S1 0.8971 0.9003

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

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