CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 0.9001 0.9006 0.0005 0.1% 0.8861
High 0.9022 0.9015 -0.0007 -0.1% 0.9025
Low 0.8998 0.9003 0.0005 0.1% 0.8857
Close 0.9008 0.9015 0.0007 0.1% 0.8990
Range 0.0024 0.0012 -0.0012 -50.0% 0.0168
ATR 0.0047 0.0044 -0.0002 -5.3% 0.0000
Volume 71 49 -22 -31.0% 150
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9047 0.9043 0.9022
R3 0.9035 0.9031 0.9018
R2 0.9023 0.9023 0.9017
R1 0.9019 0.9019 0.9016 0.9021
PP 0.9011 0.9011 0.9011 0.9012
S1 0.9007 0.9007 0.9014 0.9009
S2 0.8999 0.8999 0.9013
S3 0.8987 0.8995 0.9012
S4 0.8975 0.8983 0.9008
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 0.8964 0.0064 0.7% 0.0037 0.4% 80% False False 52
10 0.9028 0.8831 0.0197 2.2% 0.0036 0.4% 93% False False 52
20 0.9070 0.8831 0.0239 2.7% 0.0043 0.5% 77% False False 57
40 0.9090 0.8831 0.0259 2.9% 0.0040 0.4% 71% False False 56
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9066
2.618 0.9046
1.618 0.9034
1.000 0.9027
0.618 0.9022
HIGH 0.9015
0.618 0.9010
0.500 0.9009
0.382 0.9008
LOW 0.9003
0.618 0.8996
1.000 0.8991
1.618 0.8984
2.618 0.8972
4.250 0.8952
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 0.9013 0.9013
PP 0.9011 0.9011
S1 0.9009 0.9009

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

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