CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 0.9068 0.8889 -0.0179 -2.0% 0.9142
High 0.9079 0.8953 -0.0126 -1.4% 0.9169
Low 0.8968 0.8889 -0.0079 -0.9% 0.9063
Close 0.8974 0.8950 -0.0024 -0.3% 0.9065
Range 0.0111 0.0064 -0.0047 -42.3% 0.0106
ATR 0.0048 0.0051 0.0003 5.5% 0.0000
Volume 47 93 46 97.9% 386
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9123 0.9100 0.8985
R3 0.9059 0.9036 0.8968
R2 0.8995 0.8995 0.8962
R1 0.8972 0.8972 0.8956 0.8984
PP 0.8931 0.8931 0.8931 0.8936
S1 0.8908 0.8908 0.8944 0.8920
S2 0.8867 0.8867 0.8938
S3 0.8803 0.8844 0.8932
S4 0.8739 0.8780 0.8915
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9417 0.9347 0.9123
R3 0.9311 0.9241 0.9094
R2 0.9205 0.9205 0.9084
R1 0.9135 0.9135 0.9075 0.9117
PP 0.9099 0.9099 0.9099 0.9090
S1 0.9029 0.9029 0.9055 0.9011
S2 0.8993 0.8993 0.9046
S3 0.8887 0.8923 0.9036
S4 0.8781 0.8817 0.9007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9117 0.8889 0.0228 2.5% 0.0046 0.5% 27% False True 45
10 0.9174 0.8889 0.0285 3.2% 0.0045 0.5% 21% False True 100
20 0.9387 0.8889 0.0498 5.6% 0.0038 0.4% 12% False True 73
40 0.9421 0.8889 0.0532 5.9% 0.0032 0.4% 11% False True 58
60 0.9527 0.8889 0.0638 7.1% 0.0026 0.3% 10% False True 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9225
2.618 0.9121
1.618 0.9057
1.000 0.9017
0.618 0.8993
HIGH 0.8953
0.618 0.8929
0.500 0.8921
0.382 0.8913
LOW 0.8889
0.618 0.8849
1.000 0.8825
1.618 0.8785
2.618 0.8721
4.250 0.8617
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 0.8940 0.8984
PP 0.8931 0.8973
S1 0.8921 0.8961

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

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