CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 0.9006 0.9020 0.0014 0.2% 0.8861
High 0.9015 0.9025 0.0010 0.1% 0.9025
Low 0.9003 0.9001 -0.0002 0.0% 0.8857
Close 0.9015 0.9006 -0.0009 -0.1% 0.8990
Range 0.0012 0.0024 0.0012 100.0% 0.0168
ATR 0.0044 0.0043 -0.0001 -3.3% 0.0000
Volume 49 98 49 100.0% 150
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9083 0.9068 0.9019
R3 0.9059 0.9044 0.9013
R2 0.9035 0.9035 0.9010
R1 0.9020 0.9020 0.9008 0.9016
PP 0.9011 0.9011 0.9011 0.9008
S1 0.8996 0.8996 0.9004 0.8992
S2 0.8987 0.8987 0.9002
S3 0.8963 0.8972 0.8999
S4 0.8939 0.8948 0.8993
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 0.8977 0.0051 0.6% 0.0029 0.3% 57% False False 62
10 0.9028 0.8836 0.0192 2.1% 0.0037 0.4% 89% False False 48
20 0.9052 0.8831 0.0221 2.5% 0.0040 0.4% 79% False False 61
40 0.9090 0.8831 0.0259 2.9% 0.0039 0.4% 68% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9127
2.618 0.9088
1.618 0.9064
1.000 0.9049
0.618 0.9040
HIGH 0.9025
0.618 0.9016
0.500 0.9013
0.382 0.9010
LOW 0.9001
0.618 0.8986
1.000 0.8977
1.618 0.8962
2.618 0.8938
4.250 0.8899
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 0.9013 0.9012
PP 0.9011 0.9010
S1 0.9008 0.9008

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

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