CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 0.9103 0.9124 0.0021 0.2% 0.9049
High 0.9135 0.9160 0.0025 0.3% 0.9134
Low 0.9099 0.9014 -0.0085 -0.9% 0.9010
Close 0.9132 0.9021 -0.0111 -1.2% 0.9100
Range 0.0036 0.0146 0.0110 305.6% 0.0124
ATR 0.0062 0.0068 0.0006 9.6% 0.0000
Volume 51,389 74,809 23,420 45.6% 236,703
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9503 0.9408 0.9101
R3 0.9357 0.9262 0.9061
R2 0.9211 0.9211 0.9048
R1 0.9116 0.9116 0.9034 0.9091
PP 0.9065 0.9065 0.9065 0.9052
S1 0.8970 0.8970 0.9008 0.8945
S2 0.8919 0.8919 0.8994
S3 0.8773 0.8824 0.8981
S4 0.8627 0.8678 0.8941
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 0.9160 0.9014 0.0146 1.6% 0.0064 0.7% 5% True True 55,062
10 0.9160 0.8982 0.0178 2.0% 0.0065 0.7% 22% True False 55,166
20 0.9160 0.8899 0.0261 2.9% 0.0070 0.8% 47% True False 63,606
40 0.9431 0.8899 0.0532 5.9% 0.0068 0.8% 23% False False 60,120
60 0.9540 0.8899 0.0641 7.1% 0.0064 0.7% 19% False False 48,367
80 0.9611 0.8899 0.0712 7.9% 0.0058 0.6% 17% False False 36,363
100 0.9700 0.8899 0.0801 8.9% 0.0054 0.6% 15% False False 29,131
120 0.9775 0.8899 0.0876 9.7% 0.0052 0.6% 14% False False 24,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 196 trading days
Fibonacci Retracements and Extensions
4.250 0.9781
2.618 0.9542
1.618 0.9396
1.000 0.9306
0.618 0.9250
HIGH 0.9160
0.618 0.9104
0.500 0.9087
0.382 0.9070
LOW 0.9014
0.618 0.8924
1.000 0.8868
1.618 0.8778
2.618 0.8632
4.250 0.8394
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 0.9087 0.9087
PP 0.9065 0.9065
S1 0.9043 0.9043

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

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