CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 0.9015 0.9001 -0.0014 -0.2% 0.8861
High 0.9028 0.9022 -0.0006 -0.1% 0.9025
Low 0.8990 0.8998 0.0008 0.1% 0.8857
Close 0.8998 0.9008 0.0010 0.1% 0.8990
Range 0.0038 0.0024 -0.0014 -36.8% 0.0168
ATR 0.0049 0.0047 -0.0002 -3.6% 0.0000
Volume 37 71 34 91.9% 150
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9081 0.9069 0.9021
R3 0.9057 0.9045 0.9015
R2 0.9033 0.9033 0.9012
R1 0.9021 0.9021 0.9010 0.9027
PP 0.9009 0.9009 0.9009 0.9013
S1 0.8997 0.8997 0.9006 0.9003
S2 0.8985 0.8985 0.9004
S3 0.8961 0.8973 0.9001
S4 0.8937 0.8949 0.8995
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 0.8896 0.0132 1.5% 0.0048 0.5% 85% False False 44
10 0.9028 0.8831 0.0197 2.2% 0.0043 0.5% 90% False False 70
20 0.9070 0.8831 0.0239 2.7% 0.0043 0.5% 74% False False 57
40 0.9090 0.8831 0.0259 2.9% 0.0040 0.4% 68% False False 55
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9124
2.618 0.9085
1.618 0.9061
1.000 0.9046
0.618 0.9037
HIGH 0.9022
0.618 0.9013
0.500 0.9010
0.382 0.9007
LOW 0.8998
0.618 0.8983
1.000 0.8974
1.618 0.8959
2.618 0.8935
4.250 0.8896
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 0.9010 0.9006
PP 0.9009 0.9004
S1 0.9009 0.9003

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

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