CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 0.8982 0.8975 -0.0007 -0.1% 0.8950
High 0.8982 0.8975 -0.0007 -0.1% 0.8995
Low 0.8948 0.8940 -0.0008 -0.1% 0.8909
Close 0.8961 0.8940 -0.0021 -0.2% 0.8976
Range 0.0034 0.0035 0.0001 2.9% 0.0086
ATR 0.0045 0.0044 -0.0001 -1.6% 0.0000
Volume 47 43 -4 -8.5% 334
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9057 0.9033 0.8959
R3 0.9022 0.8998 0.8950
R2 0.8987 0.8987 0.8946
R1 0.8963 0.8963 0.8943 0.8958
PP 0.8952 0.8952 0.8952 0.8949
S1 0.8928 0.8928 0.8937 0.8923
S2 0.8917 0.8917 0.8934
S3 0.8882 0.8893 0.8930
S4 0.8847 0.8858 0.8921
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9218 0.9183 0.9023
R3 0.9132 0.9097 0.9000
R2 0.9046 0.9046 0.8992
R1 0.9011 0.9011 0.8984 0.9029
PP 0.8960 0.8960 0.8960 0.8969
S1 0.8925 0.8925 0.8968 0.8943
S2 0.8874 0.8874 0.8960
S3 0.8788 0.8839 0.8952
S4 0.8702 0.8753 0.8929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8995 0.8909 0.0086 1.0% 0.0031 0.3% 36% False False 54
10 0.9090 0.8878 0.0212 2.4% 0.0041 0.5% 29% False False 59
20 0.9090 0.8878 0.0212 2.4% 0.0037 0.4% 29% False False 53
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9124
2.618 0.9067
1.618 0.9032
1.000 0.9010
0.618 0.8997
HIGH 0.8975
0.618 0.8962
0.500 0.8958
0.382 0.8953
LOW 0.8940
0.618 0.8918
1.000 0.8905
1.618 0.8883
2.618 0.8848
4.250 0.8791
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 0.8958 0.8968
PP 0.8952 0.8958
S1 0.8946 0.8949

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

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