CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 0.8984 0.8999 0.0015 0.2% 0.8966
High 0.9020 0.9039 0.0019 0.2% 0.9045
Low 0.8983 0.8999 0.0016 0.2% 0.8933
Close 0.9015 0.9029 0.0014 0.2% 0.8999
Range 0.0037 0.0040 0.0003 8.1% 0.0112
ATR
Volume 14 11 -3 -21.4% 262
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9142 0.9126 0.9051
R3 0.9102 0.9086 0.9040
R2 0.9062 0.9062 0.9036
R1 0.9046 0.9046 0.9033 0.9054
PP 0.9022 0.9022 0.9022 0.9027
S1 0.9006 0.9006 0.9025 0.9014
S2 0.8982 0.8982 0.9022
S3 0.8942 0.8966 0.9018
S4 0.8902 0.8926 0.9007
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 0.8940 0.0105 1.2% 0.0036 0.4% 85% False False 36
10 0.9045 0.8860 0.0185 2.0% 0.0038 0.4% 91% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9209
2.618 0.9144
1.618 0.9104
1.000 0.9079
0.618 0.9064
HIGH 0.9039
0.618 0.9024
0.500 0.9019
0.382 0.9014
LOW 0.8999
0.618 0.8974
1.000 0.8959
1.618 0.8934
2.618 0.8894
4.250 0.8829
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 0.9026 0.9023
PP 0.9022 0.9017
S1 0.9019 0.9011

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

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