CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 0.9099 0.9103 0.0004 0.0% 0.9049
High 0.9134 0.9135 0.0001 0.0% 0.9134
Low 0.9094 0.9099 0.0005 0.1% 0.9010
Close 0.9100 0.9132 0.0032 0.4% 0.9100
Range 0.0040 0.0036 -0.0004 -10.0% 0.0124
ATR 0.0064 0.0062 -0.0002 -3.1% 0.0000
Volume 55,352 51,389 -3,963 -7.2% 236,703
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9230 0.9217 0.9152
R3 0.9194 0.9181 0.9142
R2 0.9158 0.9158 0.9139
R1 0.9145 0.9145 0.9135 0.9152
PP 0.9122 0.9122 0.9122 0.9125
S1 0.9109 0.9109 0.9129 0.9116
S2 0.9086 0.9086 0.9125
S3 0.9050 0.9073 0.9122
S4 0.9014 0.9037 0.9112
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 0.9135 0.9010 0.0125 1.4% 0.0049 0.5% 98% True False 50,595
10 0.9135 0.8981 0.0154 1.7% 0.0057 0.6% 98% True False 52,960
20 0.9137 0.8899 0.0238 2.6% 0.0067 0.7% 98% False False 63,233
40 0.9431 0.8899 0.0532 5.8% 0.0066 0.7% 44% False False 59,563
60 0.9560 0.8899 0.0661 7.2% 0.0062 0.7% 35% False False 47,127
80 0.9689 0.8899 0.0790 8.7% 0.0057 0.6% 29% False False 35,429
100 0.9700 0.8899 0.0801 8.8% 0.0053 0.6% 29% False False 28,383
120 0.9775 0.8899 0.0876 9.6% 0.0051 0.6% 27% False False 23,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9229
1.618 0.9193
1.000 0.9171
0.618 0.9157
HIGH 0.9135
0.618 0.9121
0.500 0.9117
0.382 0.9113
LOW 0.9099
0.618 0.9077
1.000 0.9063
1.618 0.9041
2.618 0.9005
4.250 0.8946
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 0.9127 0.9121
PP 0.9122 0.9110
S1 0.9117 0.9099

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

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