CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 0.8999 0.9030 0.0031 0.3% 0.8966
High 0.9039 0.9066 0.0027 0.3% 0.9045
Low 0.8999 0.9030 0.0031 0.3% 0.8933
Close 0.9029 0.9047 0.0018 0.2% 0.8999
Range 0.0040 0.0036 -0.0004 -10.0% 0.0112
ATR
Volume 11 38 27 245.5% 262
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9156 0.9137 0.9067
R3 0.9120 0.9101 0.9057
R2 0.9084 0.9084 0.9054
R1 0.9065 0.9065 0.9050 0.9075
PP 0.9048 0.9048 0.9048 0.9052
S1 0.9029 0.9029 0.9044 0.9039
S2 0.9012 0.9012 0.9040
S3 0.8976 0.8993 0.9037
S4 0.8940 0.8957 0.9027
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9328 0.9276 0.9061
R3 0.9216 0.9164 0.9030
R2 0.9104 0.9104 0.9020
R1 0.9052 0.9052 0.9009 0.9078
PP 0.8992 0.8992 0.8992 0.9006
S1 0.8940 0.8940 0.8989 0.8966
S2 0.8880 0.8880 0.8978
S3 0.8768 0.8828 0.8968
S4 0.8656 0.8716 0.8937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9066 0.8983 0.0083 0.9% 0.0036 0.4% 77% True False 31
10 0.9066 0.8860 0.0206 2.3% 0.0040 0.4% 91% True False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9219
2.618 0.9160
1.618 0.9124
1.000 0.9102
0.618 0.9088
HIGH 0.9066
0.618 0.9052
0.500 0.9048
0.382 0.9044
LOW 0.9030
0.618 0.9008
1.000 0.8994
1.618 0.8972
2.618 0.8936
4.250 0.8877
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 0.9048 0.9040
PP 0.9048 0.9032
S1 0.9047 0.9025

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

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