CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 0.9135 0.9103 -0.0032 -0.4% 0.9156
High 0.9139 0.9137 -0.0002 0.0% 0.9208
Low 0.9091 0.9063 -0.0028 -0.3% 0.9084
Close 0.9102 0.9094 -0.0008 -0.1% 0.9102
Range 0.0048 0.0074 0.0026 54.2% 0.0124
ATR 0.0063 0.0064 0.0001 1.2% 0.0000
Volume 50,516 67,347 16,831 33.3% 303,892
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9320 0.9281 0.9135
R3 0.9246 0.9207 0.9114
R2 0.9172 0.9172 0.9108
R1 0.9133 0.9133 0.9101 0.9116
PP 0.9098 0.9098 0.9098 0.9089
S1 0.9059 0.9059 0.9087 0.9042
S2 0.9024 0.9024 0.9080
S3 0.8950 0.8985 0.9074
S4 0.8876 0.8911 0.9053
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9503 0.9427 0.9170
R3 0.9379 0.9303 0.9136
R2 0.9255 0.9255 0.9125
R1 0.9179 0.9179 0.9113 0.9155
PP 0.9131 0.9131 0.9131 0.9120
S1 0.9055 0.9055 0.9091 0.9031
S2 0.9007 0.9007 0.9079
S3 0.8883 0.8931 0.9068
S4 0.8759 0.8807 0.9034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9187 0.9063 0.0124 1.4% 0.0061 0.7% 25% False True 62,075
10 0.9369 0.9063 0.0306 3.4% 0.0069 0.8% 10% False True 71,518
20 0.9431 0.9063 0.0368 4.0% 0.0066 0.7% 8% False True 56,634
40 0.9540 0.9063 0.0477 5.2% 0.0060 0.7% 6% False True 40,748
60 0.9611 0.9063 0.0548 6.0% 0.0054 0.6% 6% False True 27,282
80 0.9700 0.9063 0.0637 7.0% 0.0050 0.6% 5% False True 20,512
100 0.9775 0.9063 0.0712 7.8% 0.0048 0.5% 4% False True 16,433
120 0.9775 0.9063 0.0712 7.8% 0.0046 0.5% 4% False True 13,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9452
2.618 0.9331
1.618 0.9257
1.000 0.9211
0.618 0.9183
HIGH 0.9137
0.618 0.9109
0.500 0.9100
0.382 0.9091
LOW 0.9063
0.618 0.9017
1.000 0.8989
1.618 0.8943
2.618 0.8869
4.250 0.8749
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 0.9100 0.9110
PP 0.9098 0.9105
S1 0.9096 0.9099

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

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