CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 0.8940 0.8924 -0.0016 -0.2% 0.8982
High 0.8969 0.8951 -0.0018 -0.2% 0.9070
Low 0.8940 0.8924 -0.0016 -0.2% 0.8940
Close 0.8946 0.8935 -0.0011 -0.1% 0.8950
Range 0.0029 0.0027 -0.0002 -6.9% 0.0130
ATR 0.0048 0.0046 -0.0001 -3.1% 0.0000
Volume 20 21 1 5.0% 284
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9018 0.9003 0.8950
R3 0.8991 0.8976 0.8942
R2 0.8964 0.8964 0.8940
R1 0.8949 0.8949 0.8937 0.8957
PP 0.8937 0.8937 0.8937 0.8940
S1 0.8922 0.8922 0.8933 0.8930
S2 0.8910 0.8910 0.8930
S3 0.8883 0.8895 0.8928
S4 0.8856 0.8868 0.8920
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 0.8924 0.0146 1.6% 0.0050 0.6% 8% False True 51
10 0.9070 0.8909 0.0161 1.8% 0.0037 0.4% 16% False False 55
20 0.9090 0.8878 0.0212 2.4% 0.0040 0.4% 27% False False 53
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9066
2.618 0.9022
1.618 0.8995
1.000 0.8978
0.618 0.8968
HIGH 0.8951
0.618 0.8941
0.500 0.8938
0.382 0.8934
LOW 0.8924
0.618 0.8907
1.000 0.8897
1.618 0.8880
2.618 0.8853
4.250 0.8809
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 0.8938 0.8947
PP 0.8937 0.8943
S1 0.8936 0.8939

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

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