CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 0.8965 0.8916 -0.0049 -0.5% 0.9060
High 0.8967 0.8922 -0.0045 -0.5% 0.9090
Low 0.8915 0.8909 -0.0006 -0.1% 0.8878
Close 0.8921 0.8913 -0.0008 -0.1% 0.8925
Range 0.0052 0.0013 -0.0039 -75.0% 0.0212
ATR 0.0045 0.0043 -0.0002 -5.1% 0.0000
Volume 20 16 -4 -20.0% 236
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8954 0.8946 0.8920
R3 0.8941 0.8933 0.8917
R2 0.8928 0.8928 0.8915
R1 0.8920 0.8920 0.8914 0.8918
PP 0.8915 0.8915 0.8915 0.8913
S1 0.8907 0.8907 0.8912 0.8905
S2 0.8902 0.8902 0.8911
S3 0.8889 0.8894 0.8909
S4 0.8876 0.8881 0.8906
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% 0.0032 0.4% 33% False False 45
10 0.9090 0.8878 0.0212 2.4% 0.0040 0.4% 17% False False 52
20 0.9090 0.8860 0.0230 2.6% 0.0039 0.4% 23% False False 47
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 0.8977
2.618 0.8956
1.618 0.8943
1.000 0.8935
0.618 0.8930
HIGH 0.8922
0.618 0.8917
0.500 0.8916
0.382 0.8914
LOW 0.8909
0.618 0.8901
1.000 0.8896
1.618 0.8888
2.618 0.8875
4.250 0.8854
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 0.8916 0.8939
PP 0.8915 0.8930
S1 0.8914 0.8922

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

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