CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 0.8885 0.8950 0.0065 0.7% 0.9060
High 0.8929 0.8983 0.0054 0.6% 0.9090
Low 0.8878 0.8950 0.0072 0.8% 0.8878
Close 0.8925 0.8979 0.0054 0.6% 0.8925
Range 0.0051 0.0033 -0.0018 -35.3% 0.0212
ATR 0.0046 0.0047 0.0001 1.9% 0.0000
Volume 39 43 4 10.3% 236
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9070 0.9057 0.8997
R3 0.9037 0.9024 0.8988
R2 0.9004 0.9004 0.8985
R1 0.8991 0.8991 0.8982 0.8998
PP 0.8971 0.8971 0.8971 0.8974
S1 0.8958 0.8958 0.8976 0.8965
S2 0.8938 0.8938 0.8973
S3 0.8905 0.8925 0.8970
S4 0.8872 0.8892 0.8961
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% 0.0052 0.6% 48% False False 55
10 0.9090 0.8878 0.0212 2.4% 0.0042 0.5% 48% False False 45
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 0.9123
2.618 0.9069
1.618 0.9036
1.000 0.9016
0.618 0.9003
HIGH 0.8983
0.618 0.8970
0.500 0.8967
0.382 0.8963
LOW 0.8950
0.618 0.8930
1.000 0.8917
1.618 0.8897
2.618 0.8864
4.250 0.8810
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 0.8975 0.8963
PP 0.8971 0.8947
S1 0.8967 0.8931

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

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