CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 29-Jan-2014

Day Change Summary
	Previous	Current
	28-Jan-2014	29-Jan-2014	Change	Change %	Previous Week
Open	0.8986	0.8954	-0.0032	-0.4%	0.9103
High	0.9016	0.8997	-0.0019	-0.2%	0.9137
Low	0.8937	0.8929	-0.0008	-0.1%	0.8937
Close	0.8958	0.8950	-0.0008	-0.1%	0.9025
Range	0.0079	0.0068	-0.0011	-13.9%	0.0200
ATR	0.0069	0.0069	0.0000	-0.1%	0.0000
Volume	57,263	59,147	1,884	3.3%	364,629

Daily Pivots for day following 29-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9163	0.9124	0.8987
R3	0.9095	0.9056	0.8969
R2	0.9027	0.9027	0.8962
R1	0.8988	0.8988	0.8956	0.8974
PP	0.8959	0.8959	0.8959	0.8951
S1	0.8920	0.8920	0.8944	0.8906
S2	0.8891	0.8891	0.8938
S3	0.8823	0.8852	0.8931
S4	0.8755	0.8784	0.8913

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9633	0.9529	0.9135
R3	0.9433	0.9329	0.9080
R2	0.9233	0.9233	0.9062
R1	0.9129	0.9129	0.9043	0.9081
PP	0.9033	0.9033	0.9033	0.9009
S1	0.8929	0.8929	0.9007	0.8881
S2	0.8833	0.8833	0.8988
S3	0.8633	0.8729	0.8970
S4	0.8433	0.8529	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9054	0.8929	0.0125	1.4%	0.0071	0.8%	17%	False	True	75,243
10	0.9157	0.8929	0.0228	2.5%	0.0070	0.8%	9%	False	True	70,474
20	0.9428	0.8929	0.0499	5.6%	0.0070	0.8%	4%	False	True	69,199
40	0.9446	0.8929	0.0517	5.8%	0.0064	0.7%	4%	False	True	52,231
60	0.9583	0.8929	0.0654	7.3%	0.0057	0.6%	3%	False	True	35,022
80	0.9700	0.8929	0.0771	8.6%	0.0054	0.6%	3%	False	True	26,339
100	0.9775	0.8929	0.0846	9.5%	0.0051	0.6%	2%	False	True	21,100
120	0.9775	0.8929	0.0846	9.5%	0.0048	0.5%	2%	False	True	17,596

Crabel Price Patterns
NR	True
NR4	True
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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9286
2.618	0.9175
1.618	0.9107
1.000	0.9065
0.618	0.9039
HIGH	0.8997
0.618	0.8971
0.500	0.8963
0.382	0.8955
LOW	0.8929
0.618	0.8887
1.000	0.8861
1.618	0.8819
2.618	0.8751
4.250	0.8640

Fisher Pivots for day following 29-Jan-2014
Pivot	1 day	3 day
R1	0.8963	0.8992
PP	0.8959	0.8978
S1	0.8954	0.8964

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