CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 0.9033 0.9003 -0.0030 -0.3% 0.9013
High 0.9037 0.9054 0.0017 0.2% 0.9055
Low 0.9000 0.9003 0.0003 0.0% 0.8964
Close 0.9010 0.9049 0.0039 0.4% 0.9010
Range 0.0037 0.0051 0.0014 37.8% 0.0091
ATR 0.0061 0.0060 -0.0001 -1.2% 0.0000
Volume 42,298 11,159 -31,139 -73.6% 301,302
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9188 0.9170 0.9077
R3 0.9137 0.9119 0.9063
R2 0.9086 0.9086 0.9058
R1 0.9068 0.9068 0.9054 0.9077
PP 0.9035 0.9035 0.9035 0.9040
S1 0.9017 0.9017 0.9044 0.9026
S2 0.8984 0.8984 0.9040
S3 0.8933 0.8966 0.9035
S4 0.8882 0.8915 0.9021
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9283 0.9237 0.9060
R3 0.9192 0.9146 0.9035
R2 0.9101 0.9101 0.9027
R1 0.9055 0.9055 0.9018 0.9033
PP 0.9010 0.9010 0.9010 0.8998
S1 0.8964 0.8964 0.9002 0.8942
S2 0.8919 0.8919 0.8993
S3 0.8828 0.8873 0.8985
S4 0.8737 0.8782 0.8960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9055 0.8964 0.0091 1.0% 0.0051 0.6% 93% False False 53,149
10 0.9126 0.8964 0.0162 1.8% 0.0058 0.6% 52% False False 56,978
20 0.9160 0.8927 0.0233 2.6% 0.0062 0.7% 52% False False 56,133
40 0.9160 0.8899 0.0261 2.9% 0.0065 0.7% 57% False False 59,661
60 0.9431 0.8899 0.0532 5.9% 0.0066 0.7% 28% False False 58,880
80 0.9571 0.8899 0.0672 7.4% 0.0062 0.7% 22% False False 48,741
100 0.9700 0.8899 0.0801 8.9% 0.0058 0.6% 19% False False 39,057
120 0.9700 0.8899 0.0801 8.9% 0.0054 0.6% 19% False False 32,580
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9271
2.618 0.9188
1.618 0.9137
1.000 0.9105
0.618 0.9086
HIGH 0.9054
0.618 0.9035
0.500 0.9029
0.382 0.9022
LOW 0.9003
0.618 0.8971
1.000 0.8952
1.618 0.8920
2.618 0.8869
4.250 0.8786
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 0.9042 0.9040
PP 0.9035 0.9031
S1 0.9029 0.9023

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

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