CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 0.8975 0.8951 -0.0024 -0.3% 0.9006
High 0.8995 0.8995 0.0000 0.0% 0.9013
Low 0.8975 0.8949 -0.0026 -0.3% 0.8888
Close 0.8983 0.8981 -0.0002 0.0% 0.8941
Range 0.0020 0.0046 0.0026 130.0% 0.0125
ATR 0.0047 0.0047 0.0000 -0.1% 0.0000
Volume 38 59 21 55.3% 216
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9113 0.9093 0.9006
R3 0.9067 0.9047 0.8994
R2 0.9021 0.9021 0.8989
R1 0.9001 0.9001 0.8985 0.9011
PP 0.8975 0.8975 0.8975 0.8980
S1 0.8955 0.8955 0.8977 0.8965
S2 0.8929 0.8929 0.8973
S3 0.8883 0.8909 0.8968
S4 0.8837 0.8863 0.8956
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9322 0.9257 0.9010
R3 0.9197 0.9132 0.8975
R2 0.9072 0.9072 0.8964
R1 0.9007 0.9007 0.8952 0.8977
PP 0.8947 0.8947 0.8947 0.8933
S1 0.8882 0.8882 0.8930 0.8852
S2 0.8822 0.8822 0.8918
S3 0.8697 0.8757 0.8907
S4 0.8572 0.8632 0.8872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9000 0.8888 0.0112 1.2% 0.0034 0.4% 83% False False 63
10 0.9013 0.8888 0.0125 1.4% 0.0038 0.4% 74% False False 66
20 0.9210 0.8888 0.0322 3.6% 0.0039 0.4% 29% False False 93
40 0.9387 0.8888 0.0499 5.6% 0.0035 0.4% 19% False False 62
60 0.9514 0.8888 0.0626 7.0% 0.0030 0.3% 15% False False 50
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9191
2.618 0.9115
1.618 0.9069
1.000 0.9041
0.618 0.9023
HIGH 0.8995
0.618 0.8977
0.500 0.8972
0.382 0.8967
LOW 0.8949
0.618 0.8921
1.000 0.8903
1.618 0.8875
2.618 0.8829
4.250 0.8754
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 0.8978 0.8979
PP 0.8975 0.8977
S1 0.8972 0.8975

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

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