CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 0.9014 0.9022 0.0008 0.1% 0.8870
High 0.9041 0.9050 0.0009 0.1% 0.9054
Low 0.8999 0.9018 0.0019 0.2% 0.8865
Close 0.9027 0.9034 0.0007 0.1% 0.9010
Range 0.0042 0.0032 -0.0010 -23.8% 0.0189
ATR 0.0054 0.0053 -0.0002 -2.9% 0.0000
Volume 333 211 -122 -36.6% 1,770
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9130 0.9114 0.9052
R3 0.9098 0.9082 0.9043
R2 0.9066 0.9066 0.9040
R1 0.9050 0.9050 0.9037 0.9058
PP 0.9034 0.9034 0.9034 0.9038
S1 0.9018 0.9018 0.9031 0.9026
S2 0.9002 0.9002 0.9028
S3 0.8970 0.8986 0.9025
S4 0.8938 0.8954 0.9016
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9543 0.9466 0.9114
R3 0.9354 0.9277 0.9062
R2 0.9165 0.9165 0.9045
R1 0.9088 0.9088 0.9027 0.9127
PP 0.8976 0.8976 0.8976 0.8996
S1 0.8899 0.8899 0.8993 0.8938
S2 0.8787 0.8787 0.8975
S3 0.8598 0.8710 0.8958
S4 0.8409 0.8521 0.8906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9054 0.8968 0.0086 1.0% 0.0052 0.6% 77% False False 421
10 0.9054 0.8834 0.0220 2.4% 0.0050 0.6% 91% False False 349
20 0.9085 0.8815 0.0270 3.0% 0.0055 0.6% 81% False False 261
40 0.9093 0.8815 0.0278 3.1% 0.0041 0.5% 79% False False 158
60 0.9308 0.8815 0.0493 5.5% 0.0041 0.5% 44% False False 136
80 0.9387 0.8815 0.0572 6.3% 0.0038 0.4% 38% False False 110
100 0.9514 0.8815 0.0699 7.7% 0.0034 0.4% 31% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9186
2.618 0.9134
1.618 0.9102
1.000 0.9082
0.618 0.9070
HIGH 0.9050
0.618 0.9038
0.500 0.9034
0.382 0.9030
LOW 0.9018
0.618 0.8998
1.000 0.8986
1.618 0.8966
2.618 0.8934
4.250 0.8882
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 0.9034 0.9031
PP 0.9034 0.9028
S1 0.9034 0.9026

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

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