CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	0.9025	0.9015	-0.0010	-0.1%	0.8861
High	0.9025	0.9028	0.0003	0.0%	0.9025
Low	0.8977	0.8990	0.0013	0.1%	0.8857
Close	0.8990	0.8998	0.0008	0.1%	0.8990
Range	0.0048	0.0038	-0.0010	-20.8%	0.0168
ATR	0.0049	0.0049	-0.0001	-1.6%	0.0000
Volume	59	37	-22	-37.3%	150

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9119	0.9097	0.9019
R3	0.9081	0.9059	0.9008
R2	0.9043	0.9043	0.9005
R1	0.9021	0.9021	0.9001	0.9013
PP	0.9005	0.9005	0.9005	0.9002
S1	0.8983	0.8983	0.8995	0.8975
S2	0.8967	0.8967	0.8991
S3	0.8929	0.8945	0.8988
S4	0.8891	0.8907	0.8977

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9461	0.9394	0.9082
R3	0.9293	0.9226	0.9036
R2	0.9125	0.9125	0.9021
R1	0.9058	0.9058	0.9005	0.9092
PP	0.8957	0.8957	0.8957	0.8974
S1	0.8890	0.8890	0.8975	0.8924
S2	0.8789	0.8789	0.8959
S3	0.8621	0.8722	0.8944
S4	0.8453	0.8554	0.8898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9028	0.8881	0.0147	1.6%	0.0048	0.5%	80%	True	False	33
10	0.9028	0.8831	0.0197	2.2%	0.0050	0.6%	85%	True	False	63
20	0.9070	0.8831	0.0239	2.7%	0.0044	0.5%	70%	False	False	56
40	0.9090	0.8831	0.0259	2.9%	0.0040	0.4%	64%	False	False	54

Crabel Price Patterns
NR	True
NR4	True
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	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9190
2.618	0.9127
1.618	0.9089
1.000	0.9066
0.618	0.9051
HIGH	0.9028
0.618	0.9013
0.500	0.9009
0.382	0.9005
LOW	0.8990
0.618	0.8967
1.000	0.8952
1.618	0.8929
2.618	0.8891
4.250	0.8829

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	0.9009	0.8997
PP	0.9005	0.8997
S1	0.9002	0.8996

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols