CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 0.8941 0.8965 0.0024 0.3% 0.8963
High 0.8994 0.8965 -0.0029 -0.3% 0.8994
Low 0.8941 0.8952 0.0011 0.1% 0.8924
Close 0.8979 0.8952 -0.0027 -0.3% 0.8952
Range 0.0053 0.0013 -0.0040 -75.5% 0.0070
ATR 0.0047 0.0046 -0.0001 -3.1% 0.0000
Volume 12 105 93 775.0% 226
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8995 0.8987 0.8959
R3 0.8982 0.8974 0.8956
R2 0.8969 0.8969 0.8954
R1 0.8961 0.8961 0.8953 0.8959
PP 0.8956 0.8956 0.8956 0.8955
S1 0.8948 0.8948 0.8951 0.8946
S2 0.8943 0.8943 0.8950
S3 0.8930 0.8935 0.8948
S4 0.8917 0.8922 0.8945
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9129 0.8991
R3 0.9097 0.9059 0.8971
R2 0.9027 0.9027 0.8965
R1 0.8989 0.8989 0.8958 0.8973
PP 0.8957 0.8957 0.8957 0.8949
S1 0.8919 0.8919 0.8946 0.8903
S2 0.8887 0.8887 0.8939
S3 0.8817 0.8849 0.8933
S4 0.8747 0.8779 0.8914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8994 0.8924 0.0070 0.8% 0.0028 0.3% 40% False False 45
10 0.9070 0.8924 0.0146 1.6% 0.0040 0.5% 19% False False 51
20 0.9090 0.8878 0.0212 2.4% 0.0039 0.4% 35% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9020
2.618 0.8999
1.618 0.8986
1.000 0.8978
0.618 0.8973
HIGH 0.8965
0.618 0.8960
0.500 0.8959
0.382 0.8957
LOW 0.8952
0.618 0.8944
1.000 0.8939
1.618 0.8931
2.618 0.8918
4.250 0.8897
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 0.8959 0.8959
PP 0.8956 0.8957
S1 0.8954 0.8954

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

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