CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 0.9052 0.8965 -0.0087 -1.0% 0.8985
High 0.9062 0.8974 -0.0088 -1.0% 0.9085
Low 0.8970 0.8950 -0.0020 -0.2% 0.8959
Close 0.8970 0.8964 -0.0006 -0.1% 0.8970
Range 0.0092 0.0024 -0.0068 -73.9% 0.0126
ATR 0.0049 0.0048 -0.0002 -3.7% 0.0000
Volume 92 277 185 201.1% 230
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9035 0.9023 0.8977
R3 0.9011 0.8999 0.8971
R2 0.8987 0.8987 0.8968
R1 0.8975 0.8975 0.8966 0.8969
PP 0.8963 0.8963 0.8963 0.8960
S1 0.8951 0.8951 0.8962 0.8945
S2 0.8939 0.8939 0.8960
S3 0.8915 0.8927 0.8957
S4 0.8891 0.8903 0.8951
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9383 0.9302 0.9039
R3 0.9257 0.9176 0.9005
R2 0.9131 0.9131 0.8993
R1 0.9050 0.9050 0.8982 0.9028
PP 0.9005 0.9005 0.9005 0.8993
S1 0.8924 0.8924 0.8958 0.8902
S2 0.8879 0.8879 0.8947
S3 0.8753 0.8798 0.8935
S4 0.8627 0.8672 0.8901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9085 0.8950 0.0135 1.5% 0.0045 0.5% 10% False True 94
10 0.9085 0.8924 0.0161 1.8% 0.0037 0.4% 25% False False 75
20 0.9093 0.8907 0.0186 2.1% 0.0032 0.4% 31% False False 65
40 0.9174 0.8888 0.0286 3.2% 0.0036 0.4% 27% False False 72
60 0.9387 0.8888 0.0499 5.6% 0.0034 0.4% 15% False False 65
80 0.9514 0.8888 0.0626 7.0% 0.0031 0.3% 12% False False 55
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9076
2.618 0.9037
1.618 0.9013
1.000 0.8998
0.618 0.8989
HIGH 0.8974
0.618 0.8965
0.500 0.8962
0.382 0.8959
LOW 0.8950
0.618 0.8935
1.000 0.8926
1.618 0.8911
2.618 0.8887
4.250 0.8848
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 0.8963 0.9018
PP 0.8963 0.9000
S1 0.8962 0.8982

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

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