CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 0.9019 0.9012 -0.0007 -0.1% 0.8992
High 0.9021 0.9085 0.0064 0.7% 0.9009
Low 0.9010 0.9012 0.0002 0.0% 0.8924
Close 0.9019 0.9063 0.0044 0.5% 0.8997
Range 0.0011 0.0073 0.0062 563.6% 0.0085
ATR 0.0044 0.0046 0.0002 4.7% 0.0000
Volume 52 14 -38 -73.1% 304
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9272 0.9241 0.9103
R3 0.9199 0.9168 0.9083
R2 0.9126 0.9126 0.9076
R1 0.9095 0.9095 0.9070 0.9111
PP 0.9053 0.9053 0.9053 0.9061
S1 0.9022 0.9022 0.9056 0.9038
S2 0.8980 0.8980 0.9050
S3 0.8907 0.8949 0.9043
S4 0.8834 0.8876 0.9023
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 0.9085 0.8947 0.0138 1.5% 0.0040 0.4% 84% True False 40
10 0.9085 0.8907 0.0178 2.0% 0.0031 0.3% 88% True False 47
20 0.9093 0.8907 0.0186 2.1% 0.0029 0.3% 84% False False 53
40 0.9210 0.8888 0.0322 3.6% 0.0034 0.4% 54% False False 73
60 0.9387 0.8888 0.0499 5.5% 0.0033 0.4% 35% False False 59
80 0.9514 0.8888 0.0626 6.9% 0.0029 0.3% 28% False False 51
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 0.0002
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9395
2.618 0.9276
1.618 0.9203
1.000 0.9158
0.618 0.9130
HIGH 0.9085
0.618 0.9057
0.500 0.9049
0.382 0.9040
LOW 0.9012
0.618 0.8967
1.000 0.8939
1.618 0.8894
2.618 0.8821
4.250 0.8702
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 0.9058 0.9049
PP 0.9053 0.9036
S1 0.9049 0.9022

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

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