CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 0.8969 0.8965 -0.0004 0.0% 0.9060
High 0.8969 0.8967 -0.0002 0.0% 0.9090
Low 0.8959 0.8915 -0.0044 -0.5% 0.8878
Close 0.8962 0.8921 -0.0041 -0.5% 0.8925
Range 0.0010 0.0052 0.0042 420.0% 0.0212
ATR 0.0045 0.0045 0.0001 1.1% 0.0000
Volume 109 20 -89 -81.7% 236
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9090 0.9058 0.8950
R3 0.9038 0.9006 0.8935
R2 0.8986 0.8986 0.8931
R1 0.8954 0.8954 0.8926 0.8944
PP 0.8934 0.8934 0.8934 0.8930
S1 0.8902 0.8902 0.8916 0.8892
S2 0.8882 0.8882 0.8911
S3 0.8830 0.8850 0.8907
S4 0.8778 0.8798 0.8892
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 0.8983 0.8878 0.0105 1.2% 0.0035 0.4% 41% False False 55
10 0.9090 0.8878 0.0212 2.4% 0.0043 0.5% 20% False False 52
20 0.9090 0.8860 0.0230 2.6% 0.0041 0.5% 27% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9188
2.618 0.9103
1.618 0.9051
1.000 0.9019
0.618 0.8999
HIGH 0.8967
0.618 0.8947
0.500 0.8941
0.382 0.8935
LOW 0.8915
0.618 0.8883
1.000 0.8863
1.618 0.8831
2.618 0.8779
4.250 0.8694
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 0.8941 0.8949
PP 0.8934 0.8940
S1 0.8928 0.8930

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

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