CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.8965 0.8975 0.0010 0.1% 0.8985
High 0.8974 0.8996 0.0022 0.2% 0.9085
Low 0.8950 0.8966 0.0016 0.2% 0.8959
Close 0.8964 0.8966 0.0002 0.0% 0.8970
Range 0.0024 0.0030 0.0006 25.0% 0.0126
ATR 0.0048 0.0047 -0.0001 -2.3% 0.0000
Volume 277 105 -172 -62.1% 230
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9066 0.9046 0.8983
R3 0.9036 0.9016 0.8974
R2 0.9006 0.9006 0.8972
R1 0.8986 0.8986 0.8969 0.8981
PP 0.8976 0.8976 0.8976 0.8974
S1 0.8956 0.8956 0.8963 0.8951
S2 0.8946 0.8946 0.8961
S3 0.8916 0.8926 0.8958
S4 0.8886 0.8896 0.8950
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% 0.0046 0.5% 12% False False 108
10 0.9085 0.8924 0.0161 1.8% 0.0040 0.4% 26% False False 80
20 0.9093 0.8907 0.0186 2.1% 0.0033 0.4% 32% False False 66
40 0.9169 0.8888 0.0281 3.1% 0.0035 0.4% 28% False False 66
60 0.9387 0.8888 0.0499 5.6% 0.0034 0.4% 16% False False 66
80 0.9514 0.8888 0.0626 7.0% 0.0031 0.3% 12% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9124
2.618 0.9075
1.618 0.9045
1.000 0.9026
0.618 0.9015
HIGH 0.8996
0.618 0.8985
0.500 0.8981
0.382 0.8977
LOW 0.8966
0.618 0.8947
1.000 0.8936
1.618 0.8917
2.618 0.8887
4.250 0.8839
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.8981 0.9006
PP 0.8976 0.8993
S1 0.8971 0.8979

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

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