CME Canadian Dollar Future June 2014

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

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	0.8991	0.9023	0.0032	0.4%	0.8996
High	0.9035	0.9069	0.0034	0.4%	0.9035
Low	0.8982	0.8952	-0.0030	-0.3%	0.8945
Close	0.9029	0.8955	-0.0074	-0.8%	0.8990
Range	0.0053	0.0117	0.0064	120.8%	0.0090
ATR	0.0058	0.0062	0.0004	7.3%	0.0000
Volume	48,847	74,100	25,253	51.7%	215,688

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9343	0.9266	0.9019
R3	0.9226	0.9149	0.8987
R2	0.9109	0.9109	0.8976
R1	0.9032	0.9032	0.8966	0.9012
PP	0.8992	0.8992	0.8992	0.8982
S1	0.8915	0.8915	0.8944	0.8895
S2	0.8875	0.8875	0.8934
S3	0.8758	0.8798	0.8923
S4	0.8641	0.8681	0.8891

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9260	0.9215	0.9040
R3	0.9170	0.9125	0.9015
R2	0.9080	0.9080	0.9007
R1	0.9035	0.9035	0.8998	0.9013
PP	0.8990	0.8990	0.8990	0.8979
S1	0.8945	0.8945	0.8982	0.8923
S2	0.8900	0.8900	0.8974
S3	0.8810	0.8855	0.8965
S4	0.8720	0.8765	0.8941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9069	0.8945	0.0124	1.4%	0.0064	0.7%	8%	True	False	61,082
10	0.9106	0.8945	0.0161	1.8%	0.0064	0.7%	6%	False	False	36,479
20	0.9138	0.8910	0.0228	2.5%	0.0064	0.7%	20%	False	False	19,091
40	0.9138	0.8885	0.0253	2.8%	0.0062	0.7%	28%	False	False	9,702
60	0.9406	0.8885	0.0521	5.8%	0.0061	0.7%	13%	False	False	6,555
80	0.9522	0.8885	0.0637	7.1%	0.0054	0.6%	11%	False	False	4,946
100	0.9579	0.8885	0.0694	7.7%	0.0047	0.5%	10%	False	False	3,963
120	0.9678	0.8885	0.0793	8.9%	0.0041	0.5%	9%	False	False	3,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9566
2.618	0.9375
1.618	0.9258
1.000	0.9186
0.618	0.9141
HIGH	0.9069
0.618	0.9024
0.500	0.9011
0.382	0.8997
LOW	0.8952
0.618	0.8880
1.000	0.8835
1.618	0.8763
2.618	0.8646
4.250	0.8455

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	0.9011	0.9011
PP	0.8992	0.8992
S1	0.8974	0.8974

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