CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 0.8911 0.8831 -0.0080 -0.9% 0.8963
High 0.8911 0.8843 -0.0068 -0.8% 0.8994
Low 0.8833 0.8831 -0.0002 0.0% 0.8924
Close 0.8844 0.8840 -0.0004 0.0% 0.8952
Range 0.0078 0.0012 -0.0066 -84.6% 0.0070
ATR 0.0051 0.0049 -0.0003 -5.3% 0.0000
Volume 227 136 -91 -40.1% 226
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8874 0.8869 0.8847
R3 0.8862 0.8857 0.8843
R2 0.8850 0.8850 0.8842
R1 0.8845 0.8845 0.8841 0.8848
PP 0.8838 0.8838 0.8838 0.8839
S1 0.8833 0.8833 0.8839 0.8836
S2 0.8826 0.8826 0.8838
S3 0.8814 0.8821 0.8837
S4 0.8802 0.8809 0.8833
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 0.8831 0.0179 2.0% 0.0041 0.5% 5% False True 100
10 0.9052 0.8831 0.0221 2.5% 0.0043 0.5% 4% False True 73
20 0.9070 0.8831 0.0239 2.7% 0.0039 0.4% 4% False True 63
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8894
2.618 0.8874
1.618 0.8862
1.000 0.8855
0.618 0.8850
HIGH 0.8843
0.618 0.8838
0.500 0.8837
0.382 0.8836
LOW 0.8831
0.618 0.8824
1.000 0.8819
1.618 0.8812
2.618 0.8800
4.250 0.8780
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 0.8839 0.8921
PP 0.8838 0.8894
S1 0.8837 0.8867

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

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