CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 0.8985 0.8998 0.0013 0.1% 0.8963
High 0.8991 0.9010 0.0019 0.2% 0.8994
Low 0.8983 0.8918 -0.0065 -0.7% 0.8924
Close 0.8991 0.8918 -0.0073 -0.8% 0.8952
Range 0.0008 0.0092 0.0084 1,050.0% 0.0070
ATR 0.0045 0.0049 0.0003 7.3% 0.0000
Volume 25 7 -18 -72.0% 226
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9225 0.9163 0.8969
R3 0.9133 0.9071 0.8943
R2 0.9041 0.9041 0.8935
R1 0.8979 0.8979 0.8926 0.8964
PP 0.8949 0.8949 0.8949 0.8941
S1 0.8887 0.8887 0.8910 0.8872
S2 0.8857 0.8857 0.8901
S3 0.8765 0.8795 0.8893
S4 0.8673 0.8703 0.8867
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9129 0.8991
R3 0.9097 0.9059 0.8971
R2 0.9027 0.9027 0.8965
R1 0.8989 0.8989 0.8958 0.8973
PP 0.8957 0.8957 0.8957 0.8949
S1 0.8919 0.8919 0.8946 0.8903
S2 0.8887 0.8887 0.8939
S3 0.8817 0.8849 0.8933
S4 0.8747 0.8779 0.8914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9010 0.8918 0.0092 1.0% 0.0039 0.4% 0% True True 34
10 0.9070 0.8918 0.0152 1.7% 0.0044 0.5% 0% False True 45
20 0.9090 0.8878 0.0212 2.4% 0.0042 0.5% 19% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9401
2.618 0.9251
1.618 0.9159
1.000 0.9102
0.618 0.9067
HIGH 0.9010
0.618 0.8975
0.500 0.8964
0.382 0.8953
LOW 0.8918
0.618 0.8861
1.000 0.8826
1.618 0.8769
2.618 0.8677
4.250 0.8527
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 0.8964 0.8964
PP 0.8949 0.8949
S1 0.8933 0.8933

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

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