CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 0.8997 0.9041 0.0044 0.5% 0.8982
High 0.9070 0.9052 -0.0018 -0.2% 0.9070
Low 0.8995 0.8950 -0.0045 -0.5% 0.8940
Close 0.9043 0.8950 -0.0093 -1.0% 0.8950
Range 0.0075 0.0102 0.0027 36.0% 0.0130
ATR 0.0048 0.0052 0.0004 8.1% 0.0000
Volume 35 114 79 225.7% 284
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9290 0.9222 0.9006
R3 0.9188 0.9120 0.8978
R2 0.9086 0.9086 0.8969
R1 0.9018 0.9018 0.8959 0.9001
PP 0.8984 0.8984 0.8984 0.8976
S1 0.8916 0.8916 0.8941 0.8899
S2 0.8882 0.8882 0.8931
S3 0.8780 0.8814 0.8922
S4 0.8678 0.8712 0.8894
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9293 0.9022
R3 0.9247 0.9163 0.8986
R2 0.9117 0.9117 0.8974
R1 0.9033 0.9033 0.8962 0.9010
PP 0.8987 0.8987 0.8987 0.8975
S1 0.8903 0.8903 0.8938 0.8880
S2 0.8857 0.8857 0.8926
S3 0.8727 0.8773 0.8914
S4 0.8597 0.8643 0.8879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9070 0.8940 0.0130 1.5% 0.0053 0.6% 8% False False 56
10 0.9070 0.8909 0.0161 1.8% 0.0039 0.4% 25% False False 61
20 0.9090 0.8878 0.0212 2.4% 0.0041 0.5% 34% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9486
2.618 0.9319
1.618 0.9217
1.000 0.9154
0.618 0.9115
HIGH 0.9052
0.618 0.9013
0.500 0.9001
0.382 0.8989
LOW 0.8950
0.618 0.8887
1.000 0.8848
1.618 0.8785
2.618 0.8683
4.250 0.8517
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 0.9001 0.9010
PP 0.8984 0.8990
S1 0.8967 0.8970

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

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