CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 0.9060 0.9080 0.0020 0.2% 0.9000
High 0.9076 0.9090 0.0014 0.2% 0.9073
Low 0.9060 0.8960 -0.0100 -1.1% 0.8983
Close 0.9073 0.8962 -0.0111 -1.2% 0.9042
Range 0.0016 0.0130 0.0114 712.5% 0.0090
ATR 0.0039 0.0046 0.0006 16.5% 0.0000
Volume 63 67 4 6.3% 173
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9394 0.9308 0.9034
R3 0.9264 0.9178 0.8998
R2 0.9134 0.9134 0.8986
R1 0.9048 0.9048 0.8974 0.9026
PP 0.9004 0.9004 0.9004 0.8993
S1 0.8918 0.8918 0.8950 0.8896
S2 0.8874 0.8874 0.8938
S3 0.8744 0.8788 0.8926
S4 0.8614 0.8658 0.8891
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 0.9090 0.8960 0.0130 1.5% 0.0051 0.6% 2% True True 48
10 0.9090 0.8933 0.0157 1.8% 0.0043 0.5% 18% True False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9643
2.618 0.9430
1.618 0.9300
1.000 0.9220
0.618 0.9170
HIGH 0.9090
0.618 0.9040
0.500 0.9025
0.382 0.9010
LOW 0.8960
0.618 0.8880
1.000 0.8830
1.618 0.8750
2.618 0.8620
4.250 0.8408
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 0.9025 0.9025
PP 0.9004 0.9004
S1 0.8983 0.8983

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

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