CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 0.8940 0.8850 -0.0090 -1.0% 0.8965
High 0.8940 0.8863 -0.0077 -0.9% 0.9015
Low 0.8815 0.8834 0.0019 0.2% 0.8930
Close 0.8863 0.8858 -0.0005 -0.1% 0.8972
Range 0.0125 0.0029 -0.0096 -76.8% 0.0085
ATR 0.0056 0.0054 -0.0002 -3.4% 0.0000
Volume 194 500 306 157.7% 1,330
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8939 0.8927 0.8874
R3 0.8910 0.8898 0.8866
R2 0.8881 0.8881 0.8863
R1 0.8869 0.8869 0.8861 0.8875
PP 0.8852 0.8852 0.8852 0.8855
S1 0.8840 0.8840 0.8855 0.8846
S2 0.8823 0.8823 0.8853
S3 0.8794 0.8811 0.8850
S4 0.8765 0.8782 0.8842
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 0.8815 0.0230 2.6% 0.0060 0.7% 19% False False 247
10 0.9062 0.8815 0.0247 2.8% 0.0055 0.6% 17% False False 223
20 0.9085 0.8815 0.0270 3.0% 0.0043 0.5% 16% False False 135
40 0.9093 0.8815 0.0278 3.1% 0.0038 0.4% 15% False False 99
60 0.9387 0.8815 0.0572 6.5% 0.0037 0.4% 8% False False 89
80 0.9426 0.8815 0.0611 6.9% 0.0035 0.4% 7% False False 77
100 0.9527 0.8815 0.0712 8.0% 0.0030 0.3% 6% False False 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8986
2.618 0.8939
1.618 0.8910
1.000 0.8892
0.618 0.8881
HIGH 0.8863
0.618 0.8852
0.500 0.8849
0.382 0.8845
LOW 0.8834
0.618 0.8816
1.000 0.8805
1.618 0.8787
2.618 0.8758
4.250 0.8711
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 0.8855 0.8930
PP 0.8852 0.8906
S1 0.8849 0.8882

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

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