CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 0.9099 0.9013 -0.0086 -0.9% 0.9023
High 0.9105 0.9018 -0.0087 -1.0% 0.9126
Low 0.9006 0.8982 -0.0024 -0.3% 0.8991
Close 0.9008 0.9002 -0.0006 -0.1% 0.9008
Range 0.0099 0.0036 -0.0063 -63.6% 0.0135
ATR 0.0067 0.0065 -0.0002 -3.3% 0.0000
Volume 76,843 46,716 -30,127 -39.2% 313,870
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9109 0.9091 0.9022
R3 0.9073 0.9055 0.9012
R2 0.9037 0.9037 0.9009
R1 0.9019 0.9019 0.9005 0.9010
PP 0.9001 0.9001 0.9001 0.8996
S1 0.8983 0.8983 0.8999 0.8974
S2 0.8965 0.8965 0.8995
S3 0.8929 0.8947 0.8992
S4 0.8893 0.8911 0.8982
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9447 0.9362 0.9082
R3 0.9312 0.9227 0.9045
R2 0.9177 0.9177 0.9033
R1 0.9092 0.9092 0.9020 0.9067
PP 0.9042 0.9042 0.9042 0.9029
S1 0.8957 0.8957 0.8996 0.8932
S2 0.8907 0.8907 0.8983
S3 0.8772 0.8822 0.8971
S4 0.8637 0.8687 0.8934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9126 0.8982 0.0144 1.6% 0.0066 0.7% 14% False True 60,807
10 0.9126 0.8956 0.0170 1.9% 0.0060 0.7% 27% False False 55,412
20 0.9160 0.8927 0.0233 2.6% 0.0061 0.7% 32% False False 54,681
40 0.9212 0.8899 0.0313 3.5% 0.0067 0.7% 33% False False 61,888
60 0.9446 0.8899 0.0547 6.1% 0.0066 0.7% 19% False False 59,253
80 0.9573 0.8899 0.0674 7.5% 0.0062 0.7% 15% False False 45,440
100 0.9700 0.8899 0.0801 8.9% 0.0057 0.6% 13% False False 36,413
120 0.9775 0.8899 0.0876 9.7% 0.0054 0.6% 12% False False 30,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9171
2.618 0.9112
1.618 0.9076
1.000 0.9054
0.618 0.9040
HIGH 0.9018
0.618 0.9004
0.500 0.9000
0.382 0.8996
LOW 0.8982
0.618 0.8960
1.000 0.8946
1.618 0.8924
2.618 0.8888
4.250 0.8829
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 0.9001 0.9054
PP 0.9001 0.9037
S1 0.9000 0.9019

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

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