CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 0.8970 0.8941 -0.0029 -0.3% 0.9075
High 0.8970 0.8941 -0.0029 -0.3% 0.9093
Low 0.8932 0.8924 -0.0008 -0.1% 0.8907
Close 0.8940 0.8932 -0.0008 -0.1% 0.8944
Range 0.0038 0.0017 -0.0021 -55.3% 0.0186
ATR 0.0044 0.0042 -0.0002 -4.4% 0.0000
Volume 24 107 83 345.8% 185
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8983 0.8975 0.8941
R3 0.8966 0.8958 0.8937
R2 0.8949 0.8949 0.8935
R1 0.8941 0.8941 0.8934 0.8937
PP 0.8932 0.8932 0.8932 0.8930
S1 0.8924 0.8924 0.8930 0.8920
S2 0.8915 0.8915 0.8929
S3 0.8898 0.8907 0.8927
S4 0.8881 0.8890 0.8923
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 0.9003 0.8907 0.0096 1.1% 0.0023 0.3% 26% False False 55
10 0.9093 0.8907 0.0186 2.1% 0.0027 0.3% 13% False False 54
20 0.9093 0.8888 0.0205 2.3% 0.0028 0.3% 21% False False 59
40 0.9387 0.8888 0.0499 5.6% 0.0034 0.4% 9% False False 70
60 0.9387 0.8888 0.0499 5.6% 0.0031 0.3% 9% False False 61
80 0.9527 0.8888 0.0639 7.2% 0.0028 0.3% 7% False False 48
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 0.9013
2.618 0.8986
1.618 0.8969
1.000 0.8958
0.618 0.8952
HIGH 0.8941
0.618 0.8935
0.500 0.8933
0.382 0.8930
LOW 0.8924
0.618 0.8913
1.000 0.8907
1.618 0.8896
2.618 0.8879
4.250 0.8852
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 0.8933 0.8953
PP 0.8932 0.8946
S1 0.8932 0.8939

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

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