CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 0.8992 0.8979 -0.0013 -0.1% 0.9075
High 0.9003 0.8982 -0.0021 -0.2% 0.9093
Low 0.8992 0.8977 -0.0015 -0.2% 0.8907
Close 0.8999 0.8981 -0.0018 -0.2% 0.8944
Range 0.0011 0.0005 -0.0006 -54.5% 0.0186
ATR 0.0045 0.0044 -0.0002 -3.7% 0.0000
Volume 57 54 -3 -5.3% 185
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8995 0.8993 0.8984
R3 0.8990 0.8988 0.8982
R2 0.8985 0.8985 0.8982
R1 0.8983 0.8983 0.8981 0.8984
PP 0.8980 0.8980 0.8980 0.8981
S1 0.8978 0.8978 0.8981 0.8979
S2 0.8975 0.8975 0.8980
S3 0.8970 0.8973 0.8980
S4 0.8965 0.8968 0.8978
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9539 0.9428 0.9046
R3 0.9353 0.9242 0.8995
R2 0.9167 0.9167 0.8978
R1 0.9056 0.9056 0.8961 0.9019
PP 0.8981 0.8981 0.8981 0.8963
S1 0.8870 0.8870 0.8927 0.8833
S2 0.8795 0.8795 0.8910
S3 0.8609 0.8684 0.8893
S4 0.8423 0.8498 0.8842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9027 0.8907 0.0120 1.3% 0.0026 0.3% 62% False False 49
10 0.9093 0.8907 0.0186 2.1% 0.0026 0.3% 40% False False 52
20 0.9093 0.8888 0.0205 2.3% 0.0027 0.3% 45% False False 58
40 0.9387 0.8888 0.0499 5.6% 0.0035 0.4% 19% False False 68
60 0.9414 0.8888 0.0526 5.9% 0.0032 0.4% 18% False False 59
80 0.9527 0.8888 0.0639 7.1% 0.0027 0.3% 15% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9003
2.618 0.8995
1.618 0.8990
1.000 0.8987
0.618 0.8985
HIGH 0.8982
0.618 0.8980
0.500 0.8980
0.382 0.8979
LOW 0.8977
0.618 0.8974
1.000 0.8972
1.618 0.8969
2.618 0.8964
4.250 0.8956
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 0.8981 0.8972
PP 0.8980 0.8964
S1 0.8980 0.8955

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

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