CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 0.8960 0.8976 0.0016 0.2% 0.8965
High 0.9015 0.8992 -0.0023 -0.3% 0.9015
Low 0.8960 0.8970 0.0010 0.1% 0.8930
Close 0.8998 0.8972 -0.0026 -0.3% 0.8972
Range 0.0055 0.0022 -0.0033 -60.0% 0.0085
ATR 0.0048 0.0046 -0.0001 -2.9% 0.0000
Volume 302 427 125 41.4% 1,330
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9044 0.9030 0.8984
R3 0.9022 0.9008 0.8978
R2 0.9000 0.9000 0.8976
R1 0.8986 0.8986 0.8974 0.8982
PP 0.8978 0.8978 0.8978 0.8976
S1 0.8964 0.8964 0.8970 0.8960
S2 0.8956 0.8956 0.8968
S3 0.8934 0.8942 0.8966
S4 0.8912 0.8920 0.8960
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9227 0.9185 0.9019
R3 0.9142 0.9100 0.8995
R2 0.9057 0.9057 0.8988
R1 0.9015 0.9015 0.8980 0.9036
PP 0.8972 0.8972 0.8972 0.8983
S1 0.8930 0.8930 0.8964 0.8951
S2 0.8887 0.8887 0.8956
S3 0.8802 0.8845 0.8949
S4 0.8717 0.8760 0.8925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9015 0.8930 0.0085 0.9% 0.0036 0.4% 49% False False 266
10 0.9085 0.8930 0.0155 1.7% 0.0041 0.5% 27% False False 156
20 0.9093 0.8907 0.0186 2.1% 0.0035 0.4% 35% False False 106
40 0.9117 0.8888 0.0229 2.6% 0.0035 0.4% 37% False False 82
60 0.9387 0.8888 0.0499 5.6% 0.0035 0.4% 17% False False 79
80 0.9514 0.8888 0.0626 7.0% 0.0032 0.4% 13% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9086
2.618 0.9050
1.618 0.9028
1.000 0.9014
0.618 0.9006
HIGH 0.8992
0.618 0.8984
0.500 0.8981
0.382 0.8978
LOW 0.8970
0.618 0.8956
1.000 0.8948
1.618 0.8934
2.618 0.8912
4.250 0.8877
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 0.8981 0.8973
PP 0.8978 0.8972
S1 0.8975 0.8972

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

View Archives - Comment on this page... - Back to Index of Symbols