CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 0.8975 0.8999 0.0024 0.3% 0.8950
High 0.8975 0.9005 0.0030 0.3% 0.8995
Low 0.8940 0.8988 0.0048 0.5% 0.8909
Close 0.8940 0.9000 0.0060 0.7% 0.8976
Range 0.0035 0.0017 -0.0018 -51.4% 0.0086
ATR 0.0044 0.0046 0.0001 3.3% 0.0000
Volume 43 45 2 4.7% 334
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9049 0.9041 0.9009
R3 0.9032 0.9024 0.9005
R2 0.9015 0.9015 0.9003
R1 0.9007 0.9007 0.9002 0.9011
PP 0.8998 0.8998 0.8998 0.9000
S1 0.8990 0.8990 0.8998 0.8994
S2 0.8981 0.8981 0.8997
S3 0.8964 0.8973 0.8995
S4 0.8947 0.8956 0.8991
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 0.9005 0.8909 0.0096 1.1% 0.0024 0.3% 95% True False 59
10 0.9005 0.8878 0.0127 1.4% 0.0029 0.3% 96% True False 57
20 0.9090 0.8878 0.0212 2.4% 0.0036 0.4% 58% False False 54
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9077
2.618 0.9050
1.618 0.9033
1.000 0.9022
0.618 0.9016
HIGH 0.9005
0.618 0.8999
0.500 0.8997
0.382 0.8994
LOW 0.8988
0.618 0.8977
1.000 0.8971
1.618 0.8960
2.618 0.8943
4.250 0.8916
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 0.8999 0.8991
PP 0.8998 0.8982
S1 0.8997 0.8973

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

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