CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 0.9201 0.9159 -0.0042 -0.5% 0.9278
High 0.9210 0.9171 -0.0039 -0.4% 0.9387
Low 0.9195 0.9147 -0.0048 -0.5% 0.9278
Close 0.9198 0.9150 -0.0048 -0.5% 0.9360
Range 0.0015 0.0024 0.0009 60.0% 0.0109
ATR 0.0043 0.0044 0.0001 1.3% 0.0000
Volume 298 119 -179 -60.1% 64
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9228 0.9213 0.9163
R3 0.9204 0.9189 0.9157
R2 0.9180 0.9180 0.9154
R1 0.9165 0.9165 0.9152 0.9161
PP 0.9156 0.9156 0.9156 0.9154
S1 0.9141 0.9141 0.9148 0.9137
S2 0.9132 0.9132 0.9146
S3 0.9108 0.9117 0.9143
S4 0.9084 0.9093 0.9137
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9669 0.9623 0.9420
R3 0.9560 0.9514 0.9390
R2 0.9451 0.9451 0.9380
R1 0.9405 0.9405 0.9370 0.9428
PP 0.9342 0.9342 0.9342 0.9353
S1 0.9296 0.9296 0.9350 0.9319
S2 0.9233 0.9233 0.9340
S3 0.9124 0.9187 0.9330
S4 0.9015 0.9078 0.9300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9371 0.9147 0.0224 2.4% 0.0028 0.3% 1% False True 94
10 0.9387 0.9147 0.0240 2.6% 0.0031 0.3% 1% False True 58
20 0.9387 0.9147 0.0240 2.6% 0.0031 0.3% 1% False True 50
40 0.9514 0.9147 0.0367 4.0% 0.0025 0.3% 1% False True 38
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9273
2.618 0.9234
1.618 0.9210
1.000 0.9195
0.618 0.9186
HIGH 0.9171
0.618 0.9162
0.500 0.9159
0.382 0.9156
LOW 0.9147
0.618 0.9132
1.000 0.9123
1.618 0.9108
2.618 0.9084
4.250 0.9045
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 0.9159 0.9228
PP 0.9156 0.9202
S1 0.9153 0.9176

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

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