CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 0.8999 0.8997 -0.0002 0.0% 0.8950
High 0.9005 0.9070 0.0065 0.7% 0.8995
Low 0.8988 0.8995 0.0007 0.1% 0.8909
Close 0.9000 0.9043 0.0043 0.5% 0.8976
Range 0.0017 0.0075 0.0058 341.2% 0.0086
ATR 0.0046 0.0048 0.0002 4.6% 0.0000
Volume 45 35 -10 -22.2% 334
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9261 0.9227 0.9084
R3 0.9186 0.9152 0.9064
R2 0.9111 0.9111 0.9057
R1 0.9077 0.9077 0.9050 0.9094
PP 0.9036 0.9036 0.9036 0.9045
S1 0.9002 0.9002 0.9036 0.9019
S2 0.8961 0.8961 0.9029
S3 0.8886 0.8927 0.9022
S4 0.8811 0.8852 0.9002
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 0.9070 0.8940 0.0130 1.4% 0.0036 0.4% 79% True False 63
10 0.9070 0.8878 0.0192 2.1% 0.0034 0.4% 86% True False 54
20 0.9090 0.8878 0.0212 2.3% 0.0038 0.4% 78% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9389
2.618 0.9266
1.618 0.9191
1.000 0.9145
0.618 0.9116
HIGH 0.9070
0.618 0.9041
0.500 0.9033
0.382 0.9024
LOW 0.8995
0.618 0.8949
1.000 0.8920
1.618 0.8874
2.618 0.8799
4.250 0.8676
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 0.9040 0.9030
PP 0.9036 0.9018
S1 0.9033 0.9005

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

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