CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 0.9053 0.9060 0.0007 0.1% 0.8999
High 0.9057 0.9078 0.0021 0.2% 0.9045
Low 0.9048 0.9040 -0.0008 -0.1% 0.8949
Close 0.9048 0.9066 0.0018 0.2% 0.9017
Range 0.0009 0.0038 0.0029 322.2% 0.0096
ATR 0.0042 0.0042 0.0000 -0.7% 0.0000
Volume 67 34 -33 -49.3% 435
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9175 0.9159 0.9087
R3 0.9137 0.9121 0.9076
R2 0.9099 0.9099 0.9073
R1 0.9083 0.9083 0.9069 0.9091
PP 0.9061 0.9061 0.9061 0.9066
S1 0.9045 0.9045 0.9063 0.9053
S2 0.9023 0.9023 0.9059
S3 0.8985 0.9007 0.9056
S4 0.8947 0.8969 0.9045
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9250 0.9070
R3 0.9196 0.9154 0.9043
R2 0.9100 0.9100 0.9035
R1 0.9058 0.9058 0.9026 0.9079
PP 0.9004 0.9004 0.9004 0.9014
S1 0.8962 0.8962 0.9008 0.8983
S2 0.8908 0.8908 0.8999
S3 0.8812 0.8866 0.8991
S4 0.8716 0.8770 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9078 0.9003 0.0075 0.8% 0.0022 0.2% 84% True False 60
10 0.9078 0.8888 0.0190 2.1% 0.0032 0.3% 94% True False 66
20 0.9117 0.8888 0.0229 2.5% 0.0035 0.4% 78% False False 57
40 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 36% False False 65
60 0.9514 0.8888 0.0626 6.9% 0.0031 0.3% 28% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9240
2.618 0.9177
1.618 0.9139
1.000 0.9116
0.618 0.9101
HIGH 0.9078
0.618 0.9063
0.500 0.9059
0.382 0.9055
LOW 0.9040
0.618 0.9017
1.000 0.9002
1.618 0.8979
2.618 0.8941
4.250 0.8879
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 0.9064 0.9059
PP 0.9061 0.9051
S1 0.9059 0.9044

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

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