CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 0.8998 0.8911 -0.0087 -1.0% 0.8963
High 0.9010 0.8911 -0.0099 -1.1% 0.8994
Low 0.8918 0.8833 -0.0085 -1.0% 0.8924
Close 0.8918 0.8844 -0.0074 -0.8% 0.8952
Range 0.0092 0.0078 -0.0014 -15.2% 0.0070
ATR 0.0049 0.0051 0.0003 5.3% 0.0000
Volume 7 227 220 3,142.9% 226
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9097 0.9048 0.8887
R3 0.9019 0.8970 0.8865
R2 0.8941 0.8941 0.8858
R1 0.8892 0.8892 0.8851 0.8878
PP 0.8863 0.8863 0.8863 0.8855
S1 0.8814 0.8814 0.8837 0.8800
S2 0.8785 0.8785 0.8830
S3 0.8707 0.8736 0.8823
S4 0.8629 0.8658 0.8801
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 0.9010 0.8833 0.0177 2.0% 0.0049 0.6% 6% False True 75
10 0.9070 0.8833 0.0237 2.7% 0.0050 0.6% 5% False True 63
20 0.9070 0.8833 0.0237 2.7% 0.0040 0.4% 5% False True 60
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9243
2.618 0.9115
1.618 0.9037
1.000 0.8989
0.618 0.8959
HIGH 0.8911
0.618 0.8881
0.500 0.8872
0.382 0.8863
LOW 0.8833
0.618 0.8785
1.000 0.8755
1.618 0.8707
2.618 0.8629
4.250 0.8502
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 0.8872 0.8922
PP 0.8863 0.8896
S1 0.8853 0.8870

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

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