CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 18-Feb-2014

Day Change Summary
	Previous	Current
	14-Feb-2014	18-Feb-2014	Change	Change %	Previous Week
Open	0.9081	0.9087	0.0006	0.1%	0.9031
High	0.9113	0.9115	0.0002	0.0%	0.9113
Low	0.9074	0.9083	0.0009	0.1%	0.8992
Close	0.9080	0.9112	0.0032	0.4%	0.9080
Range	0.0039	0.0032	-0.0007	-17.9%	0.0121
ATR	0.0059	0.0057	-0.0002	-2.9%	0.0000
Volume	247	445	198	80.2%	2,201

Daily Pivots for day following 18-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9199	0.9188	0.9130
R3	0.9167	0.9156	0.9121
R2	0.9135	0.9135	0.9118
R1	0.9124	0.9124	0.9115	0.9130
PP	0.9103	0.9103	0.9103	0.9106
S1	0.9092	0.9092	0.9109	0.9098
S2	0.9071	0.9071	0.9106
S3	0.9039	0.9060	0.9103
S4	0.9007	0.9028	0.9094

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9425	0.9373	0.9147
R3	0.9304	0.9252	0.9113
R2	0.9183	0.9183	0.9102
R1	0.9131	0.9131	0.9091	0.9157
PP	0.9062	0.9062	0.9062	0.9075
S1	0.9010	0.9010	0.9069	0.9036
S2	0.8941	0.8941	0.9058
S3	0.8820	0.8889	0.9047
S4	0.8699	0.8768	0.9013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9115	0.8992	0.0123	1.3%	0.0046	0.5%	98%	True	False	378
10	0.9115	0.8964	0.0151	1.7%	0.0052	0.6%	98%	True	False	356
20	0.9115	0.8885	0.0230	2.5%	0.0061	0.7%	99%	True	False	314
40	0.9406	0.8885	0.0521	5.7%	0.0059	0.6%	44%	False	False	287
60	0.9522	0.8885	0.0637	7.0%	0.0051	0.6%	36%	False	False	231
80	0.9579	0.8885	0.0694	7.6%	0.0043	0.5%	33%	False	False	181
100	0.9678	0.8885	0.0793	8.7%	0.0037	0.4%	29%	False	False	147
120	0.9726	0.8885	0.0841	9.2%	0.0033	0.4%	27%	False	False	126

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.9251
2.618	0.9199
1.618	0.9167
1.000	0.9147
0.618	0.9135
HIGH	0.9115
0.618	0.9103
0.500	0.9099
0.382	0.9095
LOW	0.9083
0.618	0.9063
1.000	0.9051
1.618	0.9031
2.618	0.8999
4.250	0.8947

Fisher Pivots for day following 18-Feb-2014
Pivot	1 day	3 day
R1	0.9108	0.9101
PP	0.9103	0.9090
S1	0.9099	0.9080

Download as Excel Spreadsheet

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

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