CME Canadian Dollar Future December 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 0.9080 0.8970 -0.0110 -1.2% 0.9000
High 0.9090 0.8970 -0.0120 -1.3% 0.9073
Low 0.8960 0.8941 -0.0019 -0.2% 0.8983
Close 0.8962 0.8941 -0.0021 -0.2% 0.9042
Range 0.0130 0.0029 -0.0101 -77.7% 0.0090
ATR 0.0046 0.0045 -0.0001 -2.6% 0.0000
Volume 67 67 0 0.0% 173
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9038 0.9018 0.8957
R3 0.9009 0.8989 0.8949
R2 0.8980 0.8980 0.8946
R1 0.8960 0.8960 0.8944 0.8956
PP 0.8951 0.8951 0.8951 0.8948
S1 0.8931 0.8931 0.8938 0.8927
S2 0.8922 0.8922 0.8936
S3 0.8893 0.8902 0.8933
S4 0.8864 0.8873 0.8925
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 0.8941 0.0149 1.7% 0.0048 0.5% 0% False True 59
10 0.9090 0.8940 0.0150 1.7% 0.0042 0.5% 1% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9093
2.618 0.9046
1.618 0.9017
1.000 0.8999
0.618 0.8988
HIGH 0.8970
0.618 0.8959
0.500 0.8956
0.382 0.8952
LOW 0.8941
0.618 0.8923
1.000 0.8912
1.618 0.8894
2.618 0.8865
4.250 0.8818
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 0.8956 0.9016
PP 0.8951 0.8991
S1 0.8946 0.8966

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

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