CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 0.8916 0.8975 0.0059 0.7% 0.8950
High 0.8922 0.8995 0.0073 0.8% 0.8995
Low 0.8909 0.8975 0.0066 0.7% 0.8909
Close 0.8913 0.8976 0.0063 0.7% 0.8976
Range 0.0013 0.0020 0.0007 53.8% 0.0086
ATR 0.0043 0.0046 0.0003 6.5% 0.0000
Volume 16 146 130 812.5% 334
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9042 0.9029 0.8987
R3 0.9022 0.9009 0.8982
R2 0.9002 0.9002 0.8980
R1 0.8989 0.8989 0.8978 0.8996
PP 0.8982 0.8982 0.8982 0.8985
S1 0.8969 0.8969 0.8974 0.8976
S2 0.8962 0.8962 0.8972
S3 0.8942 0.8949 0.8971
S4 0.8922 0.8929 0.8965
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9218 0.9183 0.9023
R3 0.9132 0.9097 0.9000
R2 0.9046 0.9046 0.8992
R1 0.9011 0.9011 0.8984 0.9029
PP 0.8960 0.8960 0.8960 0.8969
S1 0.8925 0.8925 0.8968 0.8943
S2 0.8874 0.8874 0.8960
S3 0.8788 0.8839 0.8952
S4 0.8702 0.8753 0.8929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8995 0.8909 0.0086 1.0% 0.0026 0.3% 78% True False 66
10 0.9090 0.8878 0.0212 2.4% 0.0039 0.4% 46% False False 63
20 0.9090 0.8860 0.0230 2.6% 0.0039 0.4% 50% False False 52
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 0.9080
2.618 0.9047
1.618 0.9027
1.000 0.9015
0.618 0.9007
HIGH 0.8995
0.618 0.8987
0.500 0.8985
0.382 0.8983
LOW 0.8975
0.618 0.8963
1.000 0.8955
1.618 0.8943
2.618 0.8923
4.250 0.8890
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 0.8985 0.8968
PP 0.8982 0.8960
S1 0.8979 0.8952

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

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