CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 0.8970 0.8885 -0.0085 -0.9% 0.9060
High 0.8970 0.8929 -0.0041 -0.5% 0.9090
Low 0.8941 0.8878 -0.0063 -0.7% 0.8878
Close 0.8941 0.8925 -0.0016 -0.2% 0.8925
Range 0.0029 0.0051 0.0022 75.9% 0.0212
ATR 0.0045 0.0046 0.0001 3.0% 0.0000
Volume 67 39 -28 -41.8% 236
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9064 0.9045 0.8953
R3 0.9013 0.8994 0.8939
R2 0.8962 0.8962 0.8934
R1 0.8943 0.8943 0.8930 0.8953
PP 0.8911 0.8911 0.8911 0.8915
S1 0.8892 0.8892 0.8920 0.8902
S2 0.8860 0.8860 0.8916
S3 0.8809 0.8841 0.8911
S4 0.8758 0.8790 0.8897
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9600 0.9475 0.9042
R3 0.9388 0.9263 0.8983
R2 0.9176 0.9176 0.8964
R1 0.9051 0.9051 0.8944 0.9008
PP 0.8964 0.8964 0.8964 0.8943
S1 0.8839 0.8839 0.8906 0.8796
S2 0.8752 0.8752 0.8886
S3 0.8540 0.8627 0.8867
S4 0.8328 0.8415 0.8808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9090 0.8878 0.0212 2.4% 0.0051 0.6% 22% False True 59
10 0.9090 0.8878 0.0212 2.4% 0.0044 0.5% 22% False True 45
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9146
2.618 0.9063
1.618 0.9012
1.000 0.8980
0.618 0.8961
HIGH 0.8929
0.618 0.8910
0.500 0.8904
0.382 0.8897
LOW 0.8878
0.618 0.8846
1.000 0.8827
1.618 0.8795
2.618 0.8744
4.250 0.8661
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 0.8918 0.8984
PP 0.8911 0.8964
S1 0.8904 0.8945

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

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