CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 0.8981 0.8985 0.0004 0.0% 0.9000
High 0.8991 0.9054 0.0063 0.7% 0.9054
Low 0.8956 0.8966 0.0010 0.1% 0.8956
Close 0.8969 0.9034 0.0065 0.7% 0.9034
Range 0.0035 0.0088 0.0053 151.4% 0.0098
ATR 0.0063 0.0065 0.0002 2.9% 0.0000
Volume 44,642 69,526 24,884 55.7% 234,764
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9282 0.9246 0.9082
R3 0.9194 0.9158 0.9058
R2 0.9106 0.9106 0.9050
R1 0.9070 0.9070 0.9042 0.9088
PP 0.9018 0.9018 0.9018 0.9027
S1 0.8982 0.8982 0.9026 0.9000
S2 0.8930 0.8930 0.9018
S3 0.8842 0.8894 0.9010
S4 0.8754 0.8806 0.8986
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9309 0.9269 0.9088
R3 0.9211 0.9171 0.9061
R2 0.9113 0.9113 0.9052
R1 0.9073 0.9073 0.9043 0.9093
PP 0.9015 0.9015 0.9015 0.9025
S1 0.8975 0.8975 0.9025 0.8995
S2 0.8917 0.8917 0.9016
S3 0.8819 0.8877 0.9007
S4 0.8721 0.8779 0.8980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9054 0.8956 0.0098 1.1% 0.0058 0.6% 80% True False 46,952
10 0.9160 0.8927 0.0233 2.6% 0.0063 0.7% 46% False False 55,168
20 0.9160 0.8899 0.0261 2.9% 0.0065 0.7% 52% False False 56,370
40 0.9428 0.8899 0.0529 5.9% 0.0068 0.8% 26% False False 63,274
60 0.9446 0.8899 0.0547 6.1% 0.0064 0.7% 25% False False 54,394
80 0.9583 0.8899 0.0684 7.6% 0.0059 0.7% 20% False False 40,953
100 0.9700 0.8899 0.0801 8.9% 0.0056 0.6% 17% False False 32,823
120 0.9775 0.8899 0.0876 9.7% 0.0053 0.6% 15% False False 27,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9428
2.618 0.9284
1.618 0.9196
1.000 0.9142
0.618 0.9108
HIGH 0.9054
0.618 0.9020
0.500 0.9010
0.382 0.9000
LOW 0.8966
0.618 0.8912
1.000 0.8878
1.618 0.8824
2.618 0.8736
4.250 0.8592
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 0.9026 0.9024
PP 0.9018 0.9015
S1 0.9010 0.9005

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

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