CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 0.9402 0.9384 -0.0018 -0.2% 0.9419
High 0.9410 0.9403 -0.0007 -0.1% 0.9437
Low 0.9385 0.9370 -0.0015 -0.2% 0.9293
Close 0.9403 0.9378 -0.0025 -0.3% 0.9360
Range 0.0025 0.0033 0.0008 32.0% 0.0144
ATR 0.0055 0.0053 -0.0002 -2.8% 0.0000
Volume 18,241 9,631 -8,610 -47.2% 281,196
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9483 0.9463 0.9396
R3 0.9450 0.9430 0.9387
R2 0.9417 0.9417 0.9384
R1 0.9397 0.9397 0.9381 0.9391
PP 0.9384 0.9384 0.9384 0.9380
S1 0.9364 0.9364 0.9375 0.9358
S2 0.9351 0.9351 0.9372
S3 0.9318 0.9331 0.9369
S4 0.9285 0.9298 0.9360
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9795 0.9722 0.9439
R3 0.9651 0.9578 0.9400
R2 0.9507 0.9507 0.9386
R1 0.9434 0.9434 0.9373 0.9399
PP 0.9363 0.9363 0.9363 0.9346
S1 0.9290 0.9290 0.9347 0.9255
S2 0.9219 0.9219 0.9334
S3 0.9075 0.9146 0.9320
S4 0.8931 0.9002 0.9281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9431 0.9293 0.0138 1.5% 0.0058 0.6% 62% False False 36,916
10 0.9446 0.9293 0.0153 1.6% 0.0060 0.6% 56% False False 50,189
20 0.9466 0.9293 0.0173 1.8% 0.0055 0.6% 49% False False 31,253
40 0.9583 0.9293 0.0290 3.1% 0.0049 0.5% 29% False False 15,857
60 0.9700 0.9293 0.0407 4.3% 0.0046 0.5% 21% False False 10,664
80 0.9775 0.9293 0.0482 5.1% 0.0045 0.5% 18% False False 8,032
100 0.9775 0.9293 0.0482 5.1% 0.0043 0.5% 18% False False 6,440
120 0.9775 0.9293 0.0482 5.1% 0.0040 0.4% 18% False False 5,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9489
1.618 0.9456
1.000 0.9436
0.618 0.9423
HIGH 0.9403
0.618 0.9390
0.500 0.9387
0.382 0.9383
LOW 0.9370
0.618 0.9350
1.000 0.9337
1.618 0.9317
2.618 0.9284
4.250 0.9230
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 0.9387 0.9396
PP 0.9384 0.9390
S1 0.9381 0.9384

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

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