CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 0.8839 0.8861 0.0022 0.2% 0.8985
High 0.8879 0.8885 0.0006 0.1% 0.9010
Low 0.8836 0.8857 0.0021 0.2% 0.8831
Close 0.8867 0.8879 0.0012 0.1% 0.8867
Range 0.0043 0.0028 -0.0015 -34.9% 0.0179
ATR 0.0048 0.0047 -0.0001 -3.0% 0.0000
Volume 82 19 -63 -76.8% 477
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8958 0.8946 0.8894
R3 0.8930 0.8918 0.8887
R2 0.8902 0.8902 0.8884
R1 0.8890 0.8890 0.8882 0.8896
PP 0.8874 0.8874 0.8874 0.8877
S1 0.8862 0.8862 0.8876 0.8868
S2 0.8846 0.8846 0.8874
S3 0.8818 0.8834 0.8871
S4 0.8790 0.8806 0.8864
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9440 0.9332 0.8965
R3 0.9261 0.9153 0.8916
R2 0.9082 0.9082 0.8900
R1 0.8974 0.8974 0.8883 0.8939
PP 0.8903 0.8903 0.8903 0.8885
S1 0.8795 0.8795 0.8851 0.8760
S2 0.8724 0.8724 0.8834
S3 0.8545 0.8616 0.8818
S4 0.8366 0.8437 0.8769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9010 0.8831 0.0179 2.0% 0.0051 0.6% 27% False False 94
10 0.9010 0.8831 0.0179 2.0% 0.0038 0.4% 27% False False 65
20 0.9070 0.8831 0.0239 2.7% 0.0038 0.4% 20% False False 64
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9004
2.618 0.8958
1.618 0.8930
1.000 0.8913
0.618 0.8902
HIGH 0.8885
0.618 0.8874
0.500 0.8871
0.382 0.8868
LOW 0.8857
0.618 0.8840
1.000 0.8829
1.618 0.8812
2.618 0.8784
4.250 0.8738
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 0.8876 0.8872
PP 0.8874 0.8865
S1 0.8871 0.8858

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

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