CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 0.9041 0.8963 -0.0078 -0.9% 0.8982
High 0.9052 0.8963 -0.0089 -1.0% 0.9070
Low 0.8950 0.8944 -0.0006 -0.1% 0.8940
Close 0.8950 0.8944 -0.0006 -0.1% 0.8950
Range 0.0102 0.0019 -0.0083 -81.4% 0.0130
ATR 0.0052 0.0049 -0.0002 -4.5% 0.0000
Volume 114 68 -46 -40.4% 284
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9007 0.8995 0.8954
R3 0.8988 0.8976 0.8949
R2 0.8969 0.8969 0.8947
R1 0.8957 0.8957 0.8946 0.8954
PP 0.8950 0.8950 0.8950 0.8949
S1 0.8938 0.8938 0.8942 0.8935
S2 0.8931 0.8931 0.8941
S3 0.8912 0.8919 0.8939
S4 0.8893 0.8900 0.8934
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9293 0.9022
R3 0.9247 0.9163 0.8986
R2 0.9117 0.9117 0.8974
R1 0.9033 0.9033 0.8962 0.9010
PP 0.8987 0.8987 0.8987 0.8975
S1 0.8903 0.8903 0.8938 0.8880
S2 0.8857 0.8857 0.8926
S3 0.8727 0.8773 0.8914
S4 0.8597 0.8643 0.8879
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 1.5% 0.0050 0.6% 3% False False 61
10 0.9070 0.8909 0.0161 1.8% 0.0038 0.4% 22% False False 64
20 0.9090 0.8878 0.0212 2.4% 0.0040 0.4% 31% False False 54
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9044
2.618 0.9013
1.618 0.8994
1.000 0.8982
0.618 0.8975
HIGH 0.8963
0.618 0.8956
0.500 0.8954
0.382 0.8951
LOW 0.8944
0.618 0.8932
1.000 0.8925
1.618 0.8913
2.618 0.8894
4.250 0.8863
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 0.8954 0.9007
PP 0.8950 0.8986
S1 0.8947 0.8965

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

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