CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 0.9124 0.9022 -0.0102 -1.1% 0.9049
High 0.9160 0.9036 -0.0124 -1.4% 0.9134
Low 0.9014 0.8993 -0.0021 -0.2% 0.9010
Close 0.9021 0.8998 -0.0023 -0.3% 0.9100
Range 0.0146 0.0043 -0.0103 -70.5% 0.0124
ATR 0.0068 0.0066 -0.0002 -2.6% 0.0000
Volume 74,809 63,798 -11,011 -14.7% 236,703
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9138 0.9111 0.9022
R3 0.9095 0.9068 0.9010
R2 0.9052 0.9052 0.9006
R1 0.9025 0.9025 0.9002 0.9017
PP 0.9009 0.9009 0.9009 0.9005
S1 0.8982 0.8982 0.8994 0.8974
S2 0.8966 0.8966 0.8990
S3 0.8923 0.8939 0.8986
S4 0.8880 0.8896 0.8974
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 0.8993 0.0167 1.9% 0.0065 0.7% 3% False True 58,735
10 0.9160 0.8982 0.0178 2.0% 0.0063 0.7% 9% False False 55,081
20 0.9160 0.8899 0.0261 2.9% 0.0067 0.7% 38% False False 62,261
40 0.9431 0.8899 0.0532 5.9% 0.0067 0.7% 19% False False 60,176
60 0.9481 0.8899 0.0582 6.5% 0.0063 0.7% 17% False False 49,425
80 0.9583 0.8899 0.0684 7.6% 0.0058 0.6% 14% False False 37,152
100 0.9700 0.8899 0.0801 8.9% 0.0054 0.6% 12% False False 29,766
120 0.9775 0.8899 0.0876 9.7% 0.0052 0.6% 11% False False 24,827
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 0.9219
2.618 0.9149
1.618 0.9106
1.000 0.9079
0.618 0.9063
HIGH 0.9036
0.618 0.9020
0.500 0.9015
0.382 0.9009
LOW 0.8993
0.618 0.8966
1.000 0.8950
1.618 0.8923
2.618 0.8880
4.250 0.8810
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 0.9015 0.9077
PP 0.9009 0.9050
S1 0.9004 0.9024

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

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