CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 0.8950 0.8969 0.0019 0.2% 0.9060
High 0.8983 0.8969 -0.0014 -0.2% 0.9090
Low 0.8950 0.8959 0.0009 0.1% 0.8878
Close 0.8979 0.8962 -0.0017 -0.2% 0.8925
Range 0.0033 0.0010 -0.0023 -69.7% 0.0212
ATR 0.0047 0.0045 -0.0002 -4.1% 0.0000
Volume 43 109 66 153.5% 236
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8993 0.8988 0.8968
R3 0.8983 0.8978 0.8965
R2 0.8973 0.8973 0.8964
R1 0.8968 0.8968 0.8963 0.8966
PP 0.8963 0.8963 0.8963 0.8962
S1 0.8958 0.8958 0.8961 0.8956
S2 0.8953 0.8953 0.8960
S3 0.8943 0.8948 0.8959
S4 0.8933 0.8938 0.8957
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% 40% False False 65
10 0.9090 0.8878 0.0212 2.4% 0.0041 0.5% 40% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9012
2.618 0.8995
1.618 0.8985
1.000 0.8979
0.618 0.8975
HIGH 0.8969
0.618 0.8965
0.500 0.8964
0.382 0.8963
LOW 0.8959
0.618 0.8953
1.000 0.8949
1.618 0.8943
2.618 0.8933
4.250 0.8917
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 0.8964 0.8952
PP 0.8963 0.8941
S1 0.8963 0.8931

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

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