CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 0.8984 0.9019 0.0035 0.4% 0.8992
High 0.8984 0.9021 0.0037 0.4% 0.9009
Low 0.8959 0.9010 0.0051 0.6% 0.8924
Close 0.8959 0.9019 0.0060 0.7% 0.8997
Range 0.0025 0.0011 -0.0014 -56.0% 0.0085
ATR 0.0043 0.0044 0.0001 3.2% 0.0000
Volume 36 52 16 44.4% 304
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9050 0.9045 0.9025
R3 0.9039 0.9034 0.9022
R2 0.9028 0.9028 0.9021
R1 0.9023 0.9023 0.9020 0.9025
PP 0.9017 0.9017 0.9017 0.9017
S1 0.9012 0.9012 0.9018 0.9014
S2 0.9006 0.9006 0.9017
S3 0.8995 0.9001 0.9016
S4 0.8984 0.8990 0.9013
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 0.9021 0.8924 0.0097 1.1% 0.0028 0.3% 98% True False 58
10 0.9021 0.8907 0.0114 1.3% 0.0026 0.3% 98% True False 52
20 0.9093 0.8907 0.0186 2.1% 0.0028 0.3% 60% False False 55
40 0.9308 0.8888 0.0420 4.7% 0.0034 0.4% 31% False False 74
60 0.9387 0.8888 0.0499 5.5% 0.0032 0.4% 26% False False 59
80 0.9514 0.8888 0.0626 6.9% 0.0029 0.3% 21% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9068
2.618 0.9050
1.618 0.9039
1.000 0.9032
0.618 0.9028
HIGH 0.9021
0.618 0.9017
0.500 0.9016
0.382 0.9014
LOW 0.9010
0.618 0.9003
1.000 0.8999
1.618 0.8992
2.618 0.8981
4.250 0.8963
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 0.9018 0.9009
PP 0.9017 0.9000
S1 0.9016 0.8990

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

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