CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 0.9085 0.9099 0.0014 0.2% 0.9049
High 0.9122 0.9134 0.0012 0.1% 0.9134
Low 0.9062 0.9094 0.0032 0.4% 0.9010
Close 0.9105 0.9100 -0.0005 -0.1% 0.9100
Range 0.0060 0.0040 -0.0020 -33.3% 0.0124
ATR 0.0066 0.0064 -0.0002 -2.8% 0.0000
Volume 48,327 55,352 7,025 14.5% 236,703
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9229 0.9205 0.9122
R3 0.9189 0.9165 0.9111
R2 0.9149 0.9149 0.9107
R1 0.9125 0.9125 0.9104 0.9137
PP 0.9109 0.9109 0.9109 0.9116
S1 0.9085 0.9085 0.9096 0.9097
S2 0.9069 0.9069 0.9093
S3 0.9029 0.9045 0.9089
S4 0.8989 0.9005 0.9078
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9453 0.9401 0.9168
R3 0.9329 0.9277 0.9134
R2 0.9205 0.9205 0.9123
R1 0.9153 0.9153 0.9111 0.9179
PP 0.9081 0.9081 0.9081 0.9095
S1 0.9029 0.9029 0.9089 0.9055
S2 0.8957 0.8957 0.9077
S3 0.8833 0.8905 0.9066
S4 0.8709 0.8781 0.9032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9134 0.9010 0.0124 1.4% 0.0049 0.5% 73% True False 47,340
10 0.9134 0.8973 0.0161 1.8% 0.0060 0.7% 79% True False 54,841
20 0.9139 0.8899 0.0240 2.6% 0.0067 0.7% 84% False False 63,190
40 0.9431 0.8899 0.0532 5.8% 0.0068 0.7% 38% False False 60,253
60 0.9571 0.8899 0.0672 7.4% 0.0062 0.7% 30% False False 46,278
80 0.9700 0.8899 0.0801 8.8% 0.0057 0.6% 25% False False 34,787
100 0.9700 0.8899 0.0801 8.8% 0.0053 0.6% 25% False False 27,869
120 0.9775 0.8899 0.0876 9.6% 0.0051 0.6% 23% False False 23,245
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9304
2.618 0.9239
1.618 0.9199
1.000 0.9174
0.618 0.9159
HIGH 0.9134
0.618 0.9119
0.500 0.9114
0.382 0.9109
LOW 0.9094
0.618 0.9069
1.000 0.9054
1.618 0.9029
2.618 0.8989
4.250 0.8924
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 0.9114 0.9099
PP 0.9109 0.9099
S1 0.9105 0.9098

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

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