CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 0.9010 0.9001 -0.0009 -0.1% 0.8965
High 0.9015 0.9045 0.0030 0.3% 0.9015
Low 0.9000 0.8935 -0.0065 -0.7% 0.8930
Close 0.9010 0.8936 -0.0074 -0.8% 0.8972
Range 0.0015 0.0110 0.0095 633.3% 0.0085
ATR 0.0046 0.0051 0.0005 10.0% 0.0000
Volume 86 29 -57 -66.3% 1,330
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9302 0.9229 0.8997
R3 0.9192 0.9119 0.8966
R2 0.9082 0.9082 0.8956
R1 0.9009 0.9009 0.8946 0.8991
PP 0.8972 0.8972 0.8972 0.8963
S1 0.8899 0.8899 0.8926 0.8881
S2 0.8862 0.8862 0.8916
S3 0.8752 0.8789 0.8906
S4 0.8642 0.8679 0.8876
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 0.9045 0.8930 0.0115 1.3% 0.0050 0.6% 5% True False 212
10 0.9085 0.8930 0.0155 1.7% 0.0048 0.5% 4% False False 160
20 0.9085 0.8907 0.0178 2.0% 0.0039 0.4% 16% False False 105
40 0.9093 0.8888 0.0205 2.3% 0.0037 0.4% 23% False False 83
60 0.9387 0.8888 0.0499 5.6% 0.0036 0.4% 10% False False 80
80 0.9500 0.8888 0.0612 6.8% 0.0033 0.4% 8% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.9513
2.618 0.9333
1.618 0.9223
1.000 0.9155
0.618 0.9113
HIGH 0.9045
0.618 0.9003
0.500 0.8990
0.382 0.8977
LOW 0.8935
0.618 0.8867
1.000 0.8825
1.618 0.8757
2.618 0.8647
4.250 0.8468
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 0.8990 0.8990
PP 0.8972 0.8972
S1 0.8954 0.8954

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

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