CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 0.9025 0.9015 -0.0010 -0.1% 0.8861
High 0.9025 0.9028 0.0003 0.0% 0.9025
Low 0.8977 0.8990 0.0013 0.1% 0.8857
Close 0.8990 0.8998 0.0008 0.1% 0.8990
Range 0.0048 0.0038 -0.0010 -20.8% 0.0168
ATR 0.0049 0.0049 -0.0001 -1.6% 0.0000
Volume 59 37 -22 -37.3% 150
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9119 0.9097 0.9019
R3 0.9081 0.9059 0.9008
R2 0.9043 0.9043 0.9005
R1 0.9021 0.9021 0.9001 0.9013
PP 0.9005 0.9005 0.9005 0.9002
S1 0.8983 0.8983 0.8995 0.8975
S2 0.8967 0.8967 0.8991
S3 0.8929 0.8945 0.8988
S4 0.8891 0.8907 0.8977
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9461 0.9394 0.9082
R3 0.9293 0.9226 0.9036
R2 0.9125 0.9125 0.9021
R1 0.9058 0.9058 0.9005 0.9092
PP 0.8957 0.8957 0.8957 0.8974
S1 0.8890 0.8890 0.8975 0.8924
S2 0.8789 0.8789 0.8959
S3 0.8621 0.8722 0.8944
S4 0.8453 0.8554 0.8898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9028 0.8881 0.0147 1.6% 0.0048 0.5% 80% True False 33
10 0.9028 0.8831 0.0197 2.2% 0.0050 0.6% 85% True False 63
20 0.9070 0.8831 0.0239 2.7% 0.0044 0.5% 70% False False 56
40 0.9090 0.8831 0.0259 2.9% 0.0040 0.4% 64% False False 54
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9190
2.618 0.9127
1.618 0.9089
1.000 0.9066
0.618 0.9051
HIGH 0.9028
0.618 0.9013
0.500 0.9009
0.382 0.9005
LOW 0.8990
0.618 0.8967
1.000 0.8952
1.618 0.8929
2.618 0.8891
4.250 0.8829
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 0.9009 0.8997
PP 0.9005 0.8997
S1 0.9002 0.8996

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

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