CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 0.9141 0.9135 -0.0006 -0.1% 0.9130
High 0.9145 0.9135 -0.0010 -0.1% 0.9187
Low 0.9141 0.9065 -0.0076 -0.8% 0.9107
Close 0.9145 0.9079 -0.0066 -0.7% 0.9145
Range 0.0004 0.0070 0.0066 1,650.0% 0.0080
ATR 0.0031 0.0034 0.0004 11.5% 0.0000
Volume 10 16 6 60.0% 280
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9303 0.9261 0.9118
R3 0.9233 0.9191 0.9098
R2 0.9163 0.9163 0.9092
R1 0.9121 0.9121 0.9085 0.9107
PP 0.9093 0.9093 0.9093 0.9086
S1 0.9051 0.9051 0.9073 0.9037
S2 0.9023 0.9023 0.9066
S3 0.8953 0.8981 0.9060
S4 0.8883 0.8911 0.9041
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9386 0.9346 0.9189
R3 0.9306 0.9266 0.9167
R2 0.9226 0.9226 0.9160
R1 0.9186 0.9186 0.9152 0.9206
PP 0.9146 0.9146 0.9146 0.9157
S1 0.9106 0.9106 0.9138 0.9126
S2 0.9066 0.9066 0.9130
S3 0.8986 0.9026 0.9123
S4 0.8906 0.8946 0.9101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9187 0.9065 0.0122 1.3% 0.0036 0.4% 11% False True 59
10 0.9205 0.9061 0.0144 1.6% 0.0032 0.4% 13% False False 69
20 0.9205 0.9061 0.0144 1.6% 0.0022 0.2% 13% False False 57
40 0.9278 0.9060 0.0218 2.4% 0.0016 0.2% 9% False False 46
60 0.9356 0.9060 0.0296 3.3% 0.0015 0.2% 6% False False 45
80 0.9356 0.9060 0.0296 3.3% 0.0013 0.1% 6% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 0.9433
2.618 0.9318
1.618 0.9248
1.000 0.9205
0.618 0.9178
HIGH 0.9135
0.618 0.9108
0.500 0.9100
0.382 0.9092
LOW 0.9065
0.618 0.9022
1.000 0.8995
1.618 0.8952
2.618 0.8882
4.250 0.8768
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 0.9100 0.9126
PP 0.9093 0.9110
S1 0.9086 0.9095

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

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