CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 0.8924 0.8941 0.0017 0.2% 0.8982
High 0.8951 0.8994 0.0043 0.5% 0.9070
Low 0.8924 0.8941 0.0017 0.2% 0.8940
Close 0.8935 0.8979 0.0044 0.5% 0.8950
Range 0.0027 0.0053 0.0026 96.3% 0.0130
ATR 0.0046 0.0047 0.0001 1.9% 0.0000
Volume 21 12 -9 -42.9% 284
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9130 0.9108 0.9008
R3 0.9077 0.9055 0.8994
R2 0.9024 0.9024 0.8989
R1 0.9002 0.9002 0.8984 0.9013
PP 0.8971 0.8971 0.8971 0.8977
S1 0.8949 0.8949 0.8974 0.8960
S2 0.8918 0.8918 0.8969
S3 0.8865 0.8896 0.8964
S4 0.8812 0.8843 0.8950
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 0.9052 0.8924 0.0128 1.4% 0.0046 0.5% 43% False False 47
10 0.9070 0.8924 0.0146 1.6% 0.0041 0.5% 38% False False 55
20 0.9090 0.8878 0.0212 2.4% 0.0041 0.5% 48% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9219
2.618 0.9133
1.618 0.9080
1.000 0.9047
0.618 0.9027
HIGH 0.8994
0.618 0.8974
0.500 0.8968
0.382 0.8961
LOW 0.8941
0.618 0.8908
1.000 0.8888
1.618 0.8855
2.618 0.8802
4.250 0.8716
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 0.8975 0.8972
PP 0.8971 0.8966
S1 0.8968 0.8959

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

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