CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 0.9043 0.9034 -0.0009 -0.1% 0.9118
High 0.9043 0.9067 0.0024 0.3% 0.9118
Low 0.9043 0.9034 -0.0009 -0.1% 0.9054
Close 0.9043 0.9067 0.0024 0.3% 0.9072
Range 0.0000 0.0033 0.0033 0.0064
ATR 0.0022 0.0023 0.0001 3.5% 0.0000
Volume 10 10 0 0.0% 50
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9155 0.9144 0.9085
R3 0.9122 0.9111 0.9076
R2 0.9089 0.9089 0.9073
R1 0.9078 0.9078 0.9070 0.9084
PP 0.9056 0.9056 0.9056 0.9059
S1 0.9045 0.9045 0.9064 0.9051
S2 0.9023 0.9023 0.9061
S3 0.8990 0.9012 0.9058
S4 0.8957 0.8979 0.9049
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9273 0.9237 0.9107
R3 0.9209 0.9173 0.9090
R2 0.9145 0.9145 0.9084
R1 0.9109 0.9109 0.9078 0.9095
PP 0.9081 0.9081 0.9081 0.9075
S1 0.9045 0.9045 0.9066 0.9031
S2 0.9017 0.9017 0.9060
S3 0.8953 0.8981 0.9054
S4 0.8889 0.8917 0.9037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9072 0.9034 0.0038 0.4% 0.0007 0.1% 87% False True 10
10 0.9127 0.9034 0.0093 1.0% 0.0005 0.0% 35% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9207
2.618 0.9153
1.618 0.9120
1.000 0.9100
0.618 0.9087
HIGH 0.9067
0.618 0.9054
0.500 0.9051
0.382 0.9047
LOW 0.9034
0.618 0.9014
1.000 0.9001
1.618 0.8981
2.618 0.8948
4.250 0.8894
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 0.9062 0.9062
PP 0.9056 0.9058
S1 0.9051 0.9053

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

View Archives - Comment on this page... - Back to Index of Symbols