CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 0.9075 0.9025 -0.0050 -0.6% 0.9008
High 0.9093 0.9027 -0.0066 -0.7% 0.9085
Low 0.9068 0.8982 -0.0086 -0.9% 0.9003
Close 0.9093 0.8982 -0.0111 -1.2% 0.9061
Range 0.0025 0.0045 0.0020 80.0% 0.0082
ATR 0.0040 0.0045 0.0005 12.6% 0.0000
Volume 48 45 -3 -6.3% 311
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9132 0.9102 0.9007
R3 0.9087 0.9057 0.8994
R2 0.9042 0.9042 0.8990
R1 0.9012 0.9012 0.8986 0.9005
PP 0.8997 0.8997 0.8997 0.8993
S1 0.8967 0.8967 0.8978 0.8960
S2 0.8952 0.8952 0.8974
S3 0.8907 0.8922 0.8970
S4 0.8862 0.8877 0.8957
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 0.9093 0.8982 0.0111 1.2% 0.0028 0.3% 0% False True 55
10 0.9093 0.8949 0.0144 1.6% 0.0030 0.3% 23% False False 59
20 0.9093 0.8888 0.0205 2.3% 0.0037 0.4% 46% False False 62
40 0.9387 0.8888 0.0499 5.6% 0.0035 0.4% 19% False False 66
60 0.9450 0.8888 0.0562 6.3% 0.0032 0.4% 17% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9218
2.618 0.9145
1.618 0.9100
1.000 0.9072
0.618 0.9055
HIGH 0.9027
0.618 0.9010
0.500 0.9005
0.382 0.8999
LOW 0.8982
0.618 0.8954
1.000 0.8937
1.618 0.8909
2.618 0.8864
4.250 0.8791
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 0.9005 0.9038
PP 0.8997 0.9019
S1 0.8990 0.9001

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

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