CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 0.9009 0.9061 0.0052 0.6% 0.9000
High 0.9069 0.9126 0.0057 0.6% 0.9054
Low 0.8998 0.9050 0.0052 0.6% 0.8956
Close 0.9058 0.9102 0.0044 0.5% 0.9034
Range 0.0071 0.0076 0.0005 7.0% 0.0098
ATR 0.0063 0.0064 0.0001 1.4% 0.0000
Volume 58,338 74,960 16,622 28.5% 234,764
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9321 0.9287 0.9144
R3 0.9245 0.9211 0.9123
R2 0.9169 0.9169 0.9116
R1 0.9135 0.9135 0.9109 0.9152
PP 0.9093 0.9093 0.9093 0.9101
S1 0.9059 0.9059 0.9095 0.9076
S2 0.9017 0.9017 0.9088
S3 0.8941 0.8983 0.9081
S4 0.8865 0.8907 0.9060
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 0.9126 0.8966 0.0160 1.8% 0.0068 0.7% 85% True False 61,310
10 0.9126 0.8927 0.0199 2.2% 0.0062 0.7% 88% True False 54,336
20 0.9160 0.8927 0.0233 2.6% 0.0062 0.7% 75% False False 54,709
40 0.9273 0.8899 0.0374 4.1% 0.0066 0.7% 54% False False 62,547
60 0.9446 0.8899 0.0547 6.0% 0.0065 0.7% 37% False False 57,767
80 0.9573 0.8899 0.0674 7.4% 0.0061 0.7% 30% False False 43,907
100 0.9700 0.8899 0.0801 8.8% 0.0057 0.6% 25% False False 35,183
120 0.9775 0.8899 0.0876 9.6% 0.0054 0.6% 23% False False 29,343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9449
2.618 0.9325
1.618 0.9249
1.000 0.9202
0.618 0.9173
HIGH 0.9126
0.618 0.9097
0.500 0.9088
0.382 0.9079
LOW 0.9050
0.618 0.9003
1.000 0.8974
1.618 0.8927
2.618 0.8851
4.250 0.8727
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 0.9097 0.9088
PP 0.9093 0.9073
S1 0.9088 0.9059

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

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