CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 0.8941 0.8950 0.0009 0.1% 0.8992
High 0.8941 0.9009 0.0068 0.8% 0.9009
Low 0.8924 0.8947 0.0023 0.3% 0.8924
Close 0.8932 0.8997 0.0065 0.7% 0.8997
Range 0.0017 0.0062 0.0045 264.7% 0.0085
ATR 0.0042 0.0045 0.0002 5.9% 0.0000
Volume 107 62 -45 -42.1% 304
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9170 0.9146 0.9031
R3 0.9108 0.9084 0.9014
R2 0.9046 0.9046 0.9008
R1 0.9022 0.9022 0.9003 0.9034
PP 0.8984 0.8984 0.8984 0.8991
S1 0.8960 0.8960 0.8991 0.8972
S2 0.8922 0.8922 0.8986
S3 0.8860 0.8898 0.8980
S4 0.8798 0.8836 0.8963
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9232 0.9199 0.9044
R3 0.9147 0.9114 0.9020
R2 0.9062 0.9062 0.9013
R1 0.9029 0.9029 0.9005 0.9046
PP 0.8977 0.8977 0.8977 0.8985
S1 0.8944 0.8944 0.8989 0.8961
S2 0.8892 0.8892 0.8981
S3 0.8807 0.8859 0.8974
S4 0.8722 0.8774 0.8950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9009 0.8924 0.0085 0.9% 0.0027 0.3% 86% True False 60
10 0.9093 0.8907 0.0186 2.1% 0.0030 0.3% 48% False False 57
20 0.9093 0.8888 0.0205 2.3% 0.0031 0.3% 53% False False 61
40 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 22% False False 72
60 0.9387 0.8888 0.0499 5.5% 0.0032 0.4% 22% False False 61
80 0.9527 0.8888 0.0639 7.1% 0.0028 0.3% 17% False False 49
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 0.0004
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9273
2.618 0.9171
1.618 0.9109
1.000 0.9071
0.618 0.9047
HIGH 0.9009
0.618 0.8985
0.500 0.8978
0.382 0.8971
LOW 0.8947
0.618 0.8909
1.000 0.8885
1.618 0.8847
2.618 0.8785
4.250 0.8684
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 0.8991 0.8987
PP 0.8984 0.8977
S1 0.8978 0.8967

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

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