CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 0.9060 0.9070 0.0010 0.1% 0.9008
High 0.9078 0.9085 0.0007 0.1% 0.9085
Low 0.9040 0.9060 0.0020 0.2% 0.9003
Close 0.9066 0.9061 -0.0005 -0.1% 0.9061
Range 0.0038 0.0025 -0.0013 -34.2% 0.0082
ATR 0.0042 0.0041 -0.0001 -2.9% 0.0000
Volume 34 81 47 138.2% 311
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9144 0.9127 0.9075
R3 0.9119 0.9102 0.9068
R2 0.9094 0.9094 0.9066
R1 0.9077 0.9077 0.9063 0.9073
PP 0.9069 0.9069 0.9069 0.9067
S1 0.9052 0.9052 0.9059 0.9048
S2 0.9044 0.9044 0.9056
S3 0.9019 0.9027 0.9054
S4 0.8994 0.9002 0.9047
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9296 0.9260 0.9106
R3 0.9214 0.9178 0.9084
R2 0.9132 0.9132 0.9076
R1 0.9096 0.9096 0.9069 0.9114
PP 0.9050 0.9050 0.9050 0.9059
S1 0.9014 0.9014 0.9053 0.9032
S2 0.8968 0.8968 0.9046
S3 0.8886 0.8932 0.9038
S4 0.8804 0.8850 0.9016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9085 0.9003 0.0082 0.9% 0.0022 0.2% 71% True False 62
10 0.9085 0.8949 0.0136 1.5% 0.0029 0.3% 82% True False 74
20 0.9088 0.8888 0.0200 2.2% 0.0035 0.4% 87% False False 61
40 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 35% False False 66
60 0.9500 0.8888 0.0612 6.8% 0.0031 0.3% 28% False False 56
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9191
2.618 0.9150
1.618 0.9125
1.000 0.9110
0.618 0.9100
HIGH 0.9085
0.618 0.9075
0.500 0.9073
0.382 0.9070
LOW 0.9060
0.618 0.9045
1.000 0.9035
1.618 0.9020
2.618 0.8995
4.250 0.8954
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 0.9073 0.9063
PP 0.9069 0.9062
S1 0.9065 0.9062

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

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