CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 0.9008 0.8988 -0.0020 -0.2% 0.9135
High 0.9008 0.9020 0.0012 0.1% 0.9135
Low 0.8971 0.8977 0.0006 0.1% 0.8971
Close 0.8976 0.9010 0.0034 0.4% 0.8976
Range 0.0037 0.0043 0.0006 16.2% 0.0164
ATR 0.0040 0.0041 0.0000 0.6% 0.0000
Volume 375 188 -187 -49.9% 1,637
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9131 0.9114 0.9034
R3 0.9088 0.9071 0.9022
R2 0.9045 0.9045 0.9018
R1 0.9028 0.9028 0.9014 0.9037
PP 0.9002 0.9002 0.9002 0.9007
S1 0.8985 0.8985 0.9006 0.8994
S2 0.8959 0.8959 0.9002
S3 0.8916 0.8942 0.8998
S4 0.8873 0.8899 0.8986
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9519 0.9412 0.9066
R3 0.9355 0.9248 0.9021
R2 0.9191 0.9191 0.9006
R1 0.9084 0.9084 0.8991 0.9056
PP 0.9027 0.9027 0.9027 0.9013
S1 0.8920 0.8920 0.8961 0.8892
S2 0.8863 0.8863 0.8946
S3 0.8699 0.8756 0.8931
S4 0.8535 0.8592 0.8886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9104 0.8971 0.0133 1.5% 0.0048 0.5% 29% False False 361
10 0.9187 0.8971 0.0216 2.4% 0.0042 0.5% 18% False False 210
20 0.9205 0.8971 0.0234 2.6% 0.0031 0.3% 17% False False 141
40 0.9270 0.8971 0.0299 3.3% 0.0021 0.2% 13% False False 85
60 0.9356 0.8971 0.0385 4.3% 0.0018 0.2% 10% False False 67
80 0.9356 0.8971 0.0385 4.3% 0.0015 0.2% 10% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9203
2.618 0.9133
1.618 0.9090
1.000 0.9063
0.618 0.9047
HIGH 0.9020
0.618 0.9004
0.500 0.8999
0.382 0.8993
LOW 0.8977
0.618 0.8950
1.000 0.8934
1.618 0.8907
2.618 0.8864
4.250 0.8794
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 0.9006 0.9026
PP 0.9002 0.9020
S1 0.8999 0.9015

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

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