CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 0.8975 0.8950 -0.0025 -0.3% 0.8985
High 0.8996 0.8977 -0.0019 -0.2% 0.9085
Low 0.8966 0.8930 -0.0036 -0.4% 0.8959
Close 0.8966 0.8954 -0.0012 -0.1% 0.8970
Range 0.0030 0.0047 0.0017 56.7% 0.0126
ATR 0.0047 0.0047 0.0000 0.1% 0.0000
Volume 105 219 114 108.6% 230
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9095 0.9071 0.8980
R3 0.9048 0.9024 0.8967
R2 0.9001 0.9001 0.8963
R1 0.8977 0.8977 0.8958 0.8989
PP 0.8954 0.8954 0.8954 0.8960
S1 0.8930 0.8930 0.8950 0.8942
S2 0.8907 0.8907 0.8945
S3 0.8860 0.8883 0.8941
S4 0.8813 0.8836 0.8928
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 0.8930 0.0155 1.7% 0.0053 0.6% 15% False True 141
10 0.9085 0.8924 0.0161 1.8% 0.0041 0.5% 19% False False 100
20 0.9093 0.8907 0.0186 2.1% 0.0034 0.4% 25% False False 75
40 0.9132 0.8888 0.0244 2.7% 0.0035 0.4% 27% False False 68
60 0.9387 0.8888 0.0499 5.6% 0.0035 0.4% 13% False False 69
80 0.9514 0.8888 0.0626 7.0% 0.0031 0.3% 11% False False 59
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9177
2.618 0.9100
1.618 0.9053
1.000 0.9024
0.618 0.9006
HIGH 0.8977
0.618 0.8959
0.500 0.8954
0.382 0.8948
LOW 0.8930
0.618 0.8901
1.000 0.8883
1.618 0.8854
2.618 0.8807
4.250 0.8730
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 0.8954 0.8963
PP 0.8954 0.8960
S1 0.8954 0.8957

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

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