CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 0.9000 0.8984 -0.0016 -0.2% 0.8966
High 0.9000 0.9020 0.0020 0.2% 0.9045
Low 0.8985 0.8983 -0.0002 0.0% 0.8933
Close 0.8987 0.9015 0.0028 0.3% 0.8999
Range 0.0015 0.0037 0.0022 146.7% 0.0112
ATR
Volume 47 14 -33 -70.2% 262
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9117 0.9103 0.9035
R3 0.9080 0.9066 0.9025
R2 0.9043 0.9043 0.9022
R1 0.9029 0.9029 0.9018 0.9036
PP 0.9006 0.9006 0.9006 0.9010
S1 0.8992 0.8992 0.9012 0.8999
S2 0.8969 0.8969 0.9008
S3 0.8932 0.8955 0.9005
S4 0.8895 0.8918 0.8995
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9328 0.9276 0.9061
R3 0.9216 0.9164 0.9030
R2 0.9104 0.9104 0.9020
R1 0.9052 0.9052 0.9009 0.9078
PP 0.8992 0.8992 0.8992 0.9006
S1 0.8940 0.8940 0.8989 0.8966
S2 0.8880 0.8880 0.8978
S3 0.8768 0.8828 0.8968
S4 0.8656 0.8716 0.8937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9045 0.8933 0.0112 1.2% 0.0035 0.4% 73% False False 53
10 0.9045 0.8860 0.0185 2.1% 0.0039 0.4% 84% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9177
2.618 0.9117
1.618 0.9080
1.000 0.9057
0.618 0.9043
HIGH 0.9020
0.618 0.9006
0.500 0.9002
0.382 0.8997
LOW 0.8983
0.618 0.8960
1.000 0.8946
1.618 0.8923
2.618 0.8886
4.250 0.8826
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 0.9011 0.9015
PP 0.9006 0.9014
S1 0.9002 0.9014

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

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