CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 0.8975 0.8982 0.0007 0.1% 0.8950
High 0.8995 0.8982 -0.0013 -0.1% 0.8995
Low 0.8975 0.8948 -0.0027 -0.3% 0.8909
Close 0.8976 0.8961 -0.0015 -0.2% 0.8976
Range 0.0020 0.0034 0.0014 70.0% 0.0086
ATR 0.0046 0.0045 -0.0001 -1.8% 0.0000
Volume 146 47 -99 -67.8% 334
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9066 0.9047 0.8980
R3 0.9032 0.9013 0.8970
R2 0.8998 0.8998 0.8967
R1 0.8979 0.8979 0.8964 0.8972
PP 0.8964 0.8964 0.8964 0.8960
S1 0.8945 0.8945 0.8958 0.8938
S2 0.8930 0.8930 0.8955
S3 0.8896 0.8911 0.8952
S4 0.8862 0.8877 0.8942
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% 60% False False 67
10 0.9090 0.8878 0.0212 2.4% 0.0039 0.4% 39% False False 61
20 0.9090 0.8878 0.0212 2.4% 0.0037 0.4% 39% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9127
2.618 0.9071
1.618 0.9037
1.000 0.9016
0.618 0.9003
HIGH 0.8982
0.618 0.8969
0.500 0.8965
0.382 0.8961
LOW 0.8948
0.618 0.8927
1.000 0.8914
1.618 0.8893
2.618 0.8859
4.250 0.8804
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 0.8965 0.8958
PP 0.8964 0.8955
S1 0.8962 0.8952

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

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