CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 0.9066 0.9060 -0.0006 -0.1% 0.9000
High 0.9073 0.9076 0.0003 0.0% 0.9073
Low 0.9042 0.9060 0.0018 0.2% 0.8983
Close 0.9042 0.9073 0.0031 0.3% 0.9042
Range 0.0031 0.0016 -0.0015 -48.4% 0.0090
ATR 0.0040 0.0039 0.0000 -1.0% 0.0000
Volume 63 63 0 0.0% 173
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9118 0.9111 0.9082
R3 0.9102 0.9095 0.9077
R2 0.9086 0.9086 0.9076
R1 0.9079 0.9079 0.9074 0.9083
PP 0.9070 0.9070 0.9070 0.9071
S1 0.9063 0.9063 0.9072 0.9067
S2 0.9054 0.9054 0.9070
S3 0.9038 0.9047 0.9069
S4 0.9022 0.9031 0.9064
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9303 0.9262 0.9092
R3 0.9213 0.9172 0.9067
R2 0.9123 0.9123 0.9059
R1 0.9082 0.9082 0.9050 0.9103
PP 0.9033 0.9033 0.9033 0.9043
S1 0.8992 0.8992 0.9034 0.9013
S2 0.8943 0.8943 0.9026
S3 0.8853 0.8902 0.9017
S4 0.8763 0.8812 0.8993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9076 0.8983 0.0093 1.0% 0.0032 0.4% 97% True False 37
10 0.9076 0.8933 0.0143 1.6% 0.0033 0.4% 98% True False 47
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9144
2.618 0.9118
1.618 0.9102
1.000 0.9092
0.618 0.9086
HIGH 0.9076
0.618 0.9070
0.500 0.9068
0.382 0.9066
LOW 0.9060
0.618 0.9050
1.000 0.9044
1.618 0.9034
2.618 0.9018
4.250 0.8992
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 0.9071 0.9066
PP 0.9070 0.9060
S1 0.9068 0.9053

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

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