CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 0.8965 0.9000 0.0035 0.4% 0.8980
High 0.9034 0.9036 0.0002 0.0% 0.9034
Low 0.8949 0.8980 0.0031 0.3% 0.8938
Close 0.9015 0.9000 -0.0015 -0.2% 0.9015
Range 0.0085 0.0056 -0.0029 -34.1% 0.0096
ATR 0.0060 0.0060 0.0000 -0.5% 0.0000
Volume 2,856 1,129 -1,727 -60.5% 9,891
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9173 0.9143 0.9031
R3 0.9117 0.9087 0.9015
R2 0.9061 0.9061 0.9010
R1 0.9031 0.9031 0.9005 0.9028
PP 0.9005 0.9005 0.9005 0.9004
S1 0.8975 0.8975 0.8995 0.8972
S2 0.8949 0.8949 0.8990
S3 0.8893 0.8919 0.8985
S4 0.8837 0.8863 0.8969
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9284 0.9245 0.9068
R3 0.9188 0.9149 0.9041
R2 0.9092 0.9092 0.9033
R1 0.9053 0.9053 0.9024 0.9073
PP 0.8996 0.8996 0.8996 0.9005
S1 0.8957 0.8957 0.9006 0.8977
S2 0.8900 0.8900 0.8997
S3 0.8804 0.8861 0.8989
S4 0.8708 0.8765 0.8962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9036 0.8938 0.0098 1.1% 0.0052 0.6% 63% True False 2,014
10 0.9138 0.8910 0.0228 2.5% 0.0062 0.7% 39% False False 1,445
20 0.9138 0.8910 0.0228 2.5% 0.0059 0.7% 39% False False 901
40 0.9390 0.8885 0.0505 5.6% 0.0061 0.7% 23% False False 580
60 0.9423 0.8885 0.0538 6.0% 0.0057 0.6% 21% False False 457
80 0.9549 0.8885 0.0664 7.4% 0.0048 0.5% 17% False False 353
100 0.9678 0.8885 0.0793 8.8% 0.0042 0.5% 15% False False 286
120 0.9726 0.8885 0.0841 9.3% 0.0037 0.4% 14% False False 242
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9274
2.618 0.9183
1.618 0.9127
1.000 0.9092
0.618 0.9071
HIGH 0.9036
0.618 0.9015
0.500 0.9008
0.382 0.9001
LOW 0.8980
0.618 0.8945
1.000 0.8924
1.618 0.8889
2.618 0.8833
4.250 0.8742
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 0.9008 0.8996
PP 0.9005 0.8991
S1 0.9003 0.8987

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

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