CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 0.9081 0.9087 0.0006 0.1% 0.9031
High 0.9113 0.9115 0.0002 0.0% 0.9113
Low 0.9074 0.9083 0.0009 0.1% 0.8992
Close 0.9080 0.9112 0.0032 0.4% 0.9080
Range 0.0039 0.0032 -0.0007 -17.9% 0.0121
ATR 0.0059 0.0057 -0.0002 -2.9% 0.0000
Volume 247 445 198 80.2% 2,201
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9199 0.9188 0.9130
R3 0.9167 0.9156 0.9121
R2 0.9135 0.9135 0.9118
R1 0.9124 0.9124 0.9115 0.9130
PP 0.9103 0.9103 0.9103 0.9106
S1 0.9092 0.9092 0.9109 0.9098
S2 0.9071 0.9071 0.9106
S3 0.9039 0.9060 0.9103
S4 0.9007 0.9028 0.9094
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9425 0.9373 0.9147
R3 0.9304 0.9252 0.9113
R2 0.9183 0.9183 0.9102
R1 0.9131 0.9131 0.9091 0.9157
PP 0.9062 0.9062 0.9062 0.9075
S1 0.9010 0.9010 0.9069 0.9036
S2 0.8941 0.8941 0.9058
S3 0.8820 0.8889 0.9047
S4 0.8699 0.8768 0.9013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9115 0.8992 0.0123 1.3% 0.0046 0.5% 98% True False 378
10 0.9115 0.8964 0.0151 1.7% 0.0052 0.6% 98% True False 356
20 0.9115 0.8885 0.0230 2.5% 0.0061 0.7% 99% True False 314
40 0.9406 0.8885 0.0521 5.7% 0.0059 0.6% 44% False False 287
60 0.9522 0.8885 0.0637 7.0% 0.0051 0.6% 36% False False 231
80 0.9579 0.8885 0.0694 7.6% 0.0043 0.5% 33% False False 181
100 0.9678 0.8885 0.0793 8.7% 0.0037 0.4% 29% False False 147
120 0.9726 0.8885 0.0841 9.2% 0.0033 0.4% 27% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9251
2.618 0.9199
1.618 0.9167
1.000 0.9147
0.618 0.9135
HIGH 0.9115
0.618 0.9103
0.500 0.9099
0.382 0.9095
LOW 0.9083
0.618 0.9063
1.000 0.9051
1.618 0.9031
2.618 0.8999
4.250 0.8947
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 0.9108 0.9101
PP 0.9103 0.9090
S1 0.9099 0.9080

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

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