CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	0.8954	0.8943	-0.0011	-0.1%	0.9103
High	0.8997	0.8958	-0.0039	-0.4%	0.9137
Low	0.8929	0.8917	-0.0012	-0.1%	0.8937
Close	0.8950	0.8938	-0.0012	-0.1%	0.9025
Range	0.0068	0.0041	-0.0027	-39.7%	0.0200
ATR	0.0069	0.0067	-0.0002	-2.9%	0.0000
Volume	59,147	47,951	-11,196	-18.9%	364,629

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9061	0.9040	0.8961
R3	0.9020	0.8999	0.8949
R2	0.8979	0.8979	0.8946
R1	0.8958	0.8958	0.8942	0.8948
PP	0.8938	0.8938	0.8938	0.8933
S1	0.8917	0.8917	0.8934	0.8907
S2	0.8897	0.8897	0.8930
S3	0.8856	0.8876	0.8927
S4	0.8815	0.8835	0.8915

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	0.8917	0.0137	1.5%	0.0066	0.7%	15%	False	True	60,662
10	0.9157	0.8917	0.0240	2.7%	0.0068	0.8%	9%	False	True	68,376
20	0.9428	0.8917	0.0511	5.7%	0.0070	0.8%	4%	False	True	70,179
40	0.9446	0.8917	0.0529	5.9%	0.0064	0.7%	4%	False	True	53,406
60	0.9583	0.8917	0.0666	7.5%	0.0057	0.6%	3%	False	True	35,814
80	0.9700	0.8917	0.0783	8.8%	0.0054	0.6%	3%	False	True	26,936
100	0.9775	0.8917	0.0858	9.6%	0.0050	0.6%	2%	False	True	21,579
120	0.9775	0.8917	0.0858	9.6%	0.0048	0.5%	2%	False	True	17,995

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.9132
2.618	0.9065
1.618	0.9024
1.000	0.8999
0.618	0.8983
HIGH	0.8958
0.618	0.8942
0.500	0.8938
0.382	0.8933
LOW	0.8917
0.618	0.8892
1.000	0.8876
1.618	0.8851
2.618	0.8810
4.250	0.8743

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	0.8938	0.8967
PP	0.8938	0.8957
S1	0.8938	0.8948

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