CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 0.9023 0.9022 -0.0001 0.0% 0.9000
High 0.9056 0.9037 -0.0019 -0.2% 0.9054
Low 0.8998 0.8991 -0.0007 -0.1% 0.8956
Close 0.9019 0.8998 -0.0021 -0.2% 0.9034
Range 0.0058 0.0046 -0.0012 -20.7% 0.0098
ATR 0.0064 0.0063 -0.0001 -2.0% 0.0000
Volume 56,551 47,178 -9,373 -16.6% 234,764
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9147 0.9118 0.9023
R3 0.9101 0.9072 0.9011
R2 0.9055 0.9055 0.9006
R1 0.9026 0.9026 0.9002 0.9018
PP 0.9009 0.9009 0.9009 0.9004
S1 0.8980 0.8980 0.8994 0.8972
S2 0.8963 0.8963 0.8990
S3 0.8917 0.8934 0.8985
S4 0.8871 0.8888 0.8973
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 0.9056 0.8956 0.0100 1.1% 0.0057 0.6% 42% False False 52,340
10 0.9160 0.8927 0.0233 2.6% 0.0066 0.7% 30% False False 54,867
20 0.9160 0.8927 0.0233 2.6% 0.0061 0.7% 30% False False 53,914
40 0.9410 0.8899 0.0511 5.7% 0.0067 0.7% 19% False False 63,034
60 0.9446 0.8899 0.0547 6.1% 0.0065 0.7% 18% False False 55,948
80 0.9576 0.8899 0.0677 7.5% 0.0060 0.7% 15% False False 42,244
100 0.9700 0.8899 0.0801 8.9% 0.0056 0.6% 12% False False 33,856
120 0.9775 0.8899 0.0876 9.7% 0.0053 0.6% 11% False False 28,240
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9233
2.618 0.9157
1.618 0.9111
1.000 0.9083
0.618 0.9065
HIGH 0.9037
0.618 0.9019
0.500 0.9014
0.382 0.9009
LOW 0.8991
0.618 0.8963
1.000 0.8945
1.618 0.8917
2.618 0.8871
4.250 0.8796
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 0.9014 0.9011
PP 0.9009 0.9007
S1 0.9003 0.9002

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

View Archives - Comment on this page... - Back to Index of Symbols