CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 0.9025 0.8976 -0.0049 -0.5% 0.9008
High 0.9027 0.8981 -0.0046 -0.5% 0.9085
Low 0.8982 0.8958 -0.0024 -0.3% 0.9003
Close 0.8982 0.8960 -0.0022 -0.2% 0.9061
Range 0.0045 0.0023 -0.0022 -48.9% 0.0082
ATR 0.0045 0.0044 -0.0002 -3.4% 0.0000
Volume 45 55 10 22.2% 311
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9035 0.9021 0.8973
R3 0.9012 0.8998 0.8966
R2 0.8989 0.8989 0.8964
R1 0.8975 0.8975 0.8962 0.8971
PP 0.8966 0.8966 0.8966 0.8964
S1 0.8952 0.8952 0.8958 0.8948
S2 0.8943 0.8943 0.8956
S3 0.8920 0.8929 0.8954
S4 0.8897 0.8906 0.8947
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9296 0.9260 0.9106
R3 0.9214 0.9178 0.9084
R2 0.9132 0.9132 0.9076
R1 0.9096 0.9096 0.9069 0.9114
PP 0.9050 0.9050 0.9050 0.9059
S1 0.9014 0.9014 0.9053 0.9032
S2 0.8968 0.8968 0.9046
S3 0.8886 0.8932 0.9038
S4 0.8804 0.8850 0.9016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9093 0.8958 0.0135 1.5% 0.0031 0.3% 1% False True 52
10 0.9093 0.8953 0.0140 1.6% 0.0028 0.3% 5% False False 59
20 0.9093 0.8888 0.0205 2.3% 0.0033 0.4% 35% False False 62
40 0.9387 0.8888 0.0499 5.6% 0.0034 0.4% 14% False False 66
60 0.9426 0.8888 0.0538 6.0% 0.0032 0.4% 13% False False 58
80 0.9527 0.8888 0.0639 7.1% 0.0027 0.3% 11% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9079
2.618 0.9041
1.618 0.9018
1.000 0.9004
0.618 0.8995
HIGH 0.8981
0.618 0.8972
0.500 0.8970
0.382 0.8967
LOW 0.8958
0.618 0.8944
1.000 0.8935
1.618 0.8921
2.618 0.8898
4.250 0.8860
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 0.8970 0.9026
PP 0.8966 0.9004
S1 0.8963 0.8982

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

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