CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 0.8950 0.8985 0.0035 0.4% 0.8992
High 0.9009 0.8989 -0.0020 -0.2% 0.9009
Low 0.8947 0.8962 0.0015 0.2% 0.8924
Close 0.8997 0.8980 -0.0017 -0.2% 0.8997
Range 0.0062 0.0027 -0.0035 -56.5% 0.0085
ATR 0.0045 0.0044 -0.0001 -1.5% 0.0000
Volume 62 36 -26 -41.9% 304
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9058 0.9046 0.8995
R3 0.9031 0.9019 0.8987
R2 0.9004 0.9004 0.8985
R1 0.8992 0.8992 0.8982 0.8985
PP 0.8977 0.8977 0.8977 0.8973
S1 0.8965 0.8965 0.8978 0.8958
S2 0.8950 0.8950 0.8975
S3 0.8923 0.8938 0.8973
S4 0.8896 0.8911 0.8965
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% 0.0030 0.3% 66% False False 56
10 0.9093 0.8907 0.0186 2.1% 0.0030 0.3% 39% False False 52
20 0.9093 0.8907 0.0186 2.1% 0.0029 0.3% 39% False False 63
40 0.9371 0.8888 0.0483 5.4% 0.0034 0.4% 19% False False 72
60 0.9387 0.8888 0.0499 5.6% 0.0032 0.4% 18% False False 61
80 0.9527 0.8888 0.0639 7.1% 0.0029 0.3% 14% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9104
2.618 0.9060
1.618 0.9033
1.000 0.9016
0.618 0.9006
HIGH 0.8989
0.618 0.8979
0.500 0.8976
0.382 0.8972
LOW 0.8962
0.618 0.8945
1.000 0.8935
1.618 0.8918
2.618 0.8891
4.250 0.8847
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 0.8979 0.8976
PP 0.8977 0.8971
S1 0.8976 0.8967

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

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