CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 0.8928 0.8914 -0.0014 -0.2% 0.9066
High 0.8933 0.8914 -0.0019 -0.2% 0.9079
Low 0.8914 0.8901 -0.0013 -0.1% 0.8889
Close 0.8914 0.8901 -0.0013 -0.1% 0.8989
Range 0.0019 0.0013 -0.0006 -31.6% 0.0190
ATR 0.0049 0.0047 -0.0003 -5.3% 0.0000
Volume 6 12 6 100.0% 212
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8944 0.8936 0.8908
R3 0.8931 0.8923 0.8905
R2 0.8918 0.8918 0.8903
R1 0.8910 0.8910 0.8902 0.8908
PP 0.8905 0.8905 0.8905 0.8904
S1 0.8897 0.8897 0.8900 0.8895
S2 0.8892 0.8892 0.8899
S3 0.8879 0.8884 0.8897
S4 0.8866 0.8871 0.8894
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 0.9013 0.8901 0.0112 1.3% 0.0031 0.4% 0% False True 52
10 0.9117 0.8889 0.0228 2.6% 0.0038 0.4% 5% False False 48
20 0.9387 0.8889 0.0498 5.6% 0.0039 0.4% 2% False False 82
40 0.9387 0.8889 0.0498 5.6% 0.0033 0.4% 2% False False 61
60 0.9527 0.8889 0.0638 7.2% 0.0028 0.3% 2% False False 45
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8969
2.618 0.8948
1.618 0.8935
1.000 0.8927
0.618 0.8922
HIGH 0.8914
0.618 0.8909
0.500 0.8908
0.382 0.8906
LOW 0.8901
0.618 0.8893
1.000 0.8888
1.618 0.8880
2.618 0.8867
4.250 0.8846
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 0.8908 0.8917
PP 0.8905 0.8912
S1 0.8903 0.8906

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

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