CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 0.8913 0.8965 0.0052 0.6% 0.8985
High 0.8966 0.9025 0.0059 0.7% 0.9010
Low 0.8896 0.8964 0.0068 0.8% 0.8831
Close 0.8944 0.9008 0.0064 0.7% 0.8867
Range 0.0070 0.0061 -0.0009 -12.9% 0.0179
ATR 0.0047 0.0050 0.0002 5.1% 0.0000
Volume 9 45 36 400.0% 477
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9182 0.9156 0.9042
R3 0.9121 0.9095 0.9025
R2 0.9060 0.9060 0.9019
R1 0.9034 0.9034 0.9014 0.9047
PP 0.8999 0.8999 0.8999 0.9006
S1 0.8973 0.8973 0.9002 0.8986
S2 0.8938 0.8938 0.8997
S3 0.8877 0.8912 0.8991
S4 0.8816 0.8851 0.8974
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 0.9025 0.8836 0.0189 2.1% 0.0045 0.5% 91% True False 34
10 0.9025 0.8831 0.0194 2.2% 0.0043 0.5% 91% True False 67
20 0.9070 0.8831 0.0239 2.7% 0.0042 0.5% 74% False False 61
40 0.9090 0.8831 0.0259 2.9% 0.0040 0.4% 68% 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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9284
2.618 0.9185
1.618 0.9124
1.000 0.9086
0.618 0.9063
HIGH 0.9025
0.618 0.9002
0.500 0.8995
0.382 0.8987
LOW 0.8964
0.618 0.8926
1.000 0.8903
1.618 0.8865
2.618 0.8804
4.250 0.8705
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 0.9004 0.8990
PP 0.8999 0.8971
S1 0.8995 0.8953

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

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