CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 0.8925 0.8928 0.0003 0.0% 0.9066
High 0.8925 0.8933 0.0008 0.1% 0.9079
Low 0.8919 0.8914 -0.0005 -0.1% 0.8889
Close 0.8921 0.8914 -0.0007 -0.1% 0.8989
Range 0.0006 0.0019 0.0013 216.7% 0.0190
ATR 0.0051 0.0049 -0.0002 -4.5% 0.0000
Volume 112 6 -106 -94.6% 212
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8977 0.8965 0.8924
R3 0.8958 0.8946 0.8919
R2 0.8939 0.8939 0.8917
R1 0.8927 0.8927 0.8916 0.8924
PP 0.8920 0.8920 0.8920 0.8919
S1 0.8908 0.8908 0.8912 0.8905
S2 0.8901 0.8901 0.8911
S3 0.8882 0.8889 0.8909
S4 0.8863 0.8870 0.8904
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9556 0.9462 0.9094
R3 0.9366 0.9272 0.9041
R2 0.9176 0.9176 0.9024
R1 0.9082 0.9082 0.9006 0.9034
PP 0.8986 0.8986 0.8986 0.8962
S1 0.8892 0.8892 0.8972 0.8844
S2 0.8796 0.8796 0.8954
S3 0.8606 0.8702 0.8937
S4 0.8416 0.8512 0.8885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9013 0.8889 0.0124 1.4% 0.0041 0.5% 20% False False 68
10 0.9117 0.8889 0.0228 2.6% 0.0040 0.4% 11% False False 55
20 0.9387 0.8889 0.0498 5.6% 0.0039 0.4% 5% False False 82
40 0.9387 0.8889 0.0498 5.6% 0.0033 0.4% 5% False False 62
60 0.9527 0.8889 0.0638 7.2% 0.0027 0.3% 4% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9014
2.618 0.8983
1.618 0.8964
1.000 0.8952
0.618 0.8945
HIGH 0.8933
0.618 0.8926
0.500 0.8924
0.382 0.8921
LOW 0.8914
0.618 0.8902
1.000 0.8895
1.618 0.8883
2.618 0.8864
4.250 0.8833
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 0.8924 0.8964
PP 0.8920 0.8947
S1 0.8917 0.8931

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

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