CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	0.8989	0.9046	0.0057	0.6%	0.8892
High	0.9062	0.9074	0.0012	0.1%	0.9074
Low	0.8982	0.9010	0.0028	0.3%	0.8875
Close	0.9047	0.9029	-0.0018	-0.2%	0.9029
Range	0.0080	0.0064	-0.0016	-20.0%	0.0199
ATR	0.0064	0.0064	0.0000	0.0%	0.0000
Volume	74,006	56,095	-17,911	-24.2%	276,660

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9230	0.9193	0.9064
R3	0.9166	0.9129	0.9047
R2	0.9102	0.9102	0.9041
R1	0.9065	0.9065	0.9035	0.9052
PP	0.9038	0.9038	0.9038	0.9031
S1	0.9001	0.9001	0.9023	0.8988
S2	0.8974	0.8974	0.9017
S3	0.8910	0.8937	0.9011
S4	0.8846	0.8873	0.8994

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9590	0.9508	0.9138
R3	0.9391	0.9309	0.9084
R2	0.9192	0.9192	0.9065
R1	0.9110	0.9110	0.9047	0.9151
PP	0.8993	0.8993	0.8993	0.9013
S1	0.8911	0.8911	0.9011	0.8952
S2	0.8794	0.8794	0.8993
S3	0.8595	0.8712	0.8974
S4	0.8396	0.8513	0.8920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9074	0.8875	0.0199	2.2%	0.0062	0.7%	77%	True	False	55,332
10	0.9074	0.8845	0.0229	2.5%	0.0071	0.8%	80%	True	False	63,203
20	0.9106	0.8845	0.0261	2.9%	0.0064	0.7%	70%	False	False	43,902
40	0.9138	0.8845	0.0293	3.2%	0.0063	0.7%	63%	False	False	22,378
60	0.9405	0.8845	0.0560	6.2%	0.0062	0.7%	33%	False	False	15,003
80	0.9423	0.8845	0.0578	6.4%	0.0058	0.6%	32%	False	False	11,305
100	0.9551	0.8845	0.0706	7.8%	0.0051	0.6%	26%	False	False	9,052
120	0.9678	0.8845	0.0833	9.2%	0.0045	0.5%	22%	False	False	7,546

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9346
2.618	0.9242
1.618	0.9178
1.000	0.9138
0.618	0.9114
HIGH	0.9074
0.618	0.9050
0.500	0.9042
0.382	0.9034
LOW	0.9010
0.618	0.8970
1.000	0.8946
1.618	0.8906
2.618	0.8842
4.250	0.8738

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	0.9042	0.9021
PP	0.9038	0.9013
S1	0.9033	0.9005

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