CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 0.8889 0.8935 0.0046 0.5% 0.9066
High 0.8953 0.8991 0.0038 0.4% 0.9079
Low 0.8889 0.8935 0.0046 0.5% 0.8889
Close 0.8950 0.8989 0.0039 0.4% 0.8989
Range 0.0064 0.0056 -0.0008 -12.5% 0.0190
ATR 0.0051 0.0051 0.0000 0.7% 0.0000
Volume 93 50 -43 -46.2% 212
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9140 0.9120 0.9020
R3 0.9084 0.9064 0.9004
R2 0.9028 0.9028 0.8999
R1 0.9008 0.9008 0.8994 0.9018
PP 0.8972 0.8972 0.8972 0.8977
S1 0.8952 0.8952 0.8984 0.8962
S2 0.8916 0.8916 0.8979
S3 0.8860 0.8896 0.8974
S4 0.8804 0.8840 0.8958
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9556 0.9462 0.9094
R3 0.9366 0.9272 0.9041
R2 0.9176 0.9176 0.9024
R1 0.9082 0.9082 0.9006 0.9034
PP 0.8986 0.8986 0.8986 0.8962
S1 0.8892 0.8892 0.8972 0.8844
S2 0.8796 0.8796 0.8954
S3 0.8606 0.8702 0.8937
S4 0.8416 0.8512 0.8885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9088 0.8889 0.0199 2.2% 0.0053 0.6% 50% False False 52
10 0.9174 0.8889 0.0285 3.2% 0.0048 0.5% 35% False False 94
20 0.9387 0.8889 0.0498 5.5% 0.0040 0.4% 20% False False 76
40 0.9414 0.8889 0.0525 5.8% 0.0033 0.4% 19% False False 59
60 0.9527 0.8889 0.0638 7.1% 0.0026 0.3% 16% False False 42
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9229
2.618 0.9138
1.618 0.9082
1.000 0.9047
0.618 0.9026
HIGH 0.8991
0.618 0.8970
0.500 0.8963
0.382 0.8956
LOW 0.8935
0.618 0.8900
1.000 0.8879
1.618 0.8844
2.618 0.8788
4.250 0.8697
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 0.8980 0.8987
PP 0.8972 0.8986
S1 0.8963 0.8984

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

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