CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 0.9009 0.9053 0.0044 0.5% 0.8999
High 0.9040 0.9057 0.0017 0.2% 0.9045
Low 0.9009 0.9048 0.0039 0.4% 0.8949
Close 0.9035 0.9048 0.0013 0.1% 0.9017
Range 0.0031 0.0009 -0.0022 -71.0% 0.0096
ATR 0.0044 0.0042 -0.0002 -3.6% 0.0000
Volume 45 67 22 48.9% 435
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9078 0.9072 0.9053
R3 0.9069 0.9063 0.9050
R2 0.9060 0.9060 0.9050
R1 0.9054 0.9054 0.9049 0.9053
PP 0.9051 0.9051 0.9051 0.9050
S1 0.9045 0.9045 0.9047 0.9044
S2 0.9042 0.9042 0.9046
S3 0.9033 0.9036 0.9046
S4 0.9024 0.9027 0.9043
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9250 0.9070
R3 0.9196 0.9154 0.9043
R2 0.9100 0.9100 0.9035
R1 0.9058 0.9058 0.9026 0.9079
PP 0.9004 0.9004 0.9004 0.9014
S1 0.8962 0.8962 0.9008 0.8983
S2 0.8908 0.8908 0.8999
S3 0.8812 0.8866 0.8991
S4 0.8716 0.8770 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9057 0.8953 0.0104 1.1% 0.0024 0.3% 91% True False 65
10 0.9057 0.8888 0.0169 1.9% 0.0029 0.3% 95% True False 64
20 0.9117 0.8888 0.0229 2.5% 0.0035 0.4% 70% False False 59
40 0.9387 0.8888 0.0499 5.5% 0.0034 0.4% 32% False False 64
60 0.9514 0.8888 0.0626 6.9% 0.0030 0.3% 26% False False 55
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9095
2.618 0.9081
1.618 0.9072
1.000 0.9066
0.618 0.9063
HIGH 0.9057
0.618 0.9054
0.500 0.9053
0.382 0.9051
LOW 0.9048
0.618 0.9042
1.000 0.9039
1.618 0.9033
2.618 0.9024
4.250 0.9010
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 0.9053 0.9042
PP 0.9051 0.9036
S1 0.9050 0.9030

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

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