CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.9013 0.9002 -0.0011 -0.1% 0.9023
High 0.9018 0.9031 0.0013 0.1% 0.9126
Low 0.8982 0.8982 0.0000 0.0% 0.8991
Close 0.9002 0.9004 0.0002 0.0% 0.9008
Range 0.0036 0.0049 0.0013 36.1% 0.0135
ATR 0.0065 0.0063 -0.0001 -1.7% 0.0000
Volume 46,716 55,605 8,889 19.0% 313,870
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9153 0.9127 0.9031
R3 0.9104 0.9078 0.9017
R2 0.9055 0.9055 0.9013
R1 0.9029 0.9029 0.9008 0.9042
PP 0.9006 0.9006 0.9006 0.9012
S1 0.8980 0.8980 0.9000 0.8993
S2 0.8957 0.8957 0.8995
S3 0.8908 0.8931 0.8991
S4 0.8859 0.8882 0.8977
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% 15% False True 62,492
10 0.9126 0.8956 0.0170 1.9% 0.0062 0.7% 28% False False 57,416
20 0.9160 0.8927 0.0233 2.6% 0.0062 0.7% 33% False False 55,705
40 0.9208 0.8899 0.0309 3.4% 0.0066 0.7% 34% False False 60,742
60 0.9446 0.8899 0.0547 6.1% 0.0066 0.7% 19% False False 59,349
80 0.9573 0.8899 0.0674 7.5% 0.0062 0.7% 16% False False 46,135
100 0.9700 0.8899 0.0801 8.9% 0.0057 0.6% 13% False False 36,968
120 0.9775 0.8899 0.0876 9.7% 0.0055 0.6% 12% False False 30,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9239
2.618 0.9159
1.618 0.9110
1.000 0.9080
0.618 0.9061
HIGH 0.9031
0.618 0.9012
0.500 0.9007
0.382 0.9001
LOW 0.8982
0.618 0.8952
1.000 0.8933
1.618 0.8903
2.618 0.8854
4.250 0.8774
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.9007 0.9044
PP 0.9006 0.9030
S1 0.9005 0.9017

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

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