CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 0.8976 0.9010 0.0034 0.4% 0.8965
High 0.8992 0.9015 0.0023 0.3% 0.9015
Low 0.8970 0.9000 0.0030 0.3% 0.8930
Close 0.8972 0.9010 0.0038 0.4% 0.8972
Range 0.0022 0.0015 -0.0007 -31.8% 0.0085
ATR 0.0046 0.0046 0.0000 -0.5% 0.0000
Volume 427 86 -341 -79.9% 1,330
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9053 0.9047 0.9018
R3 0.9038 0.9032 0.9014
R2 0.9023 0.9023 0.9013
R1 0.9017 0.9017 0.9011 0.9018
PP 0.9008 0.9008 0.9008 0.9009
S1 0.9002 0.9002 0.9009 0.9003
S2 0.8993 0.8993 0.9007
S3 0.8978 0.8987 0.9006
S4 0.8963 0.8972 0.9002
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% 0.0034 0.4% 94% True False 227
10 0.9085 0.8930 0.0155 1.7% 0.0039 0.4% 52% False False 161
20 0.9093 0.8907 0.0186 2.1% 0.0035 0.4% 55% False False 106
40 0.9093 0.8888 0.0205 2.3% 0.0035 0.4% 60% False False 84
60 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 24% False False 80
80 0.9500 0.8888 0.0612 6.8% 0.0032 0.4% 20% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9079
2.618 0.9054
1.618 0.9039
1.000 0.9030
0.618 0.9024
HIGH 0.9015
0.618 0.9009
0.500 0.9008
0.382 0.9006
LOW 0.9000
0.618 0.8991
1.000 0.8985
1.618 0.8976
2.618 0.8961
4.250 0.8936
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 0.9009 0.9003
PP 0.9008 0.8995
S1 0.9008 0.8988

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

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