CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 0.8968 0.9045 0.0077 0.9% 0.8870
High 0.9040 0.9054 0.0014 0.2% 0.9054
Low 0.8968 0.8991 0.0023 0.3% 0.8865
Close 0.9027 0.9010 -0.0017 -0.2% 0.9010
Range 0.0072 0.0063 -0.0009 -12.5% 0.0189
ATR 0.0055 0.0056 0.0001 1.0% 0.0000
Volume 366 802 436 119.1% 1,770
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9207 0.9172 0.9045
R3 0.9144 0.9109 0.9027
R2 0.9081 0.9081 0.9022
R1 0.9046 0.9046 0.9016 0.9032
PP 0.9018 0.9018 0.9018 0.9012
S1 0.8983 0.8983 0.9004 0.8969
S2 0.8955 0.8955 0.8998
S3 0.8892 0.8920 0.8993
S4 0.8829 0.8857 0.8975
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9543 0.9466 0.9114
R3 0.9354 0.9277 0.9062
R2 0.9165 0.9165 0.9045
R1 0.9088 0.9088 0.9027 0.9127
PP 0.8976 0.8976 0.8976 0.8996
S1 0.8899 0.8899 0.8993 0.8938
S2 0.8787 0.8787 0.8975
S3 0.8598 0.8710 0.8958
S4 0.8409 0.8521 0.8906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9054 0.8865 0.0189 2.1% 0.0056 0.6% 77% True False 354
10 0.9054 0.8815 0.0239 2.7% 0.0062 0.7% 82% True False 286
20 0.9085 0.8815 0.0270 3.0% 0.0051 0.6% 72% False False 221
40 0.9093 0.8815 0.0278 3.1% 0.0041 0.5% 70% False False 141
60 0.9387 0.8815 0.0572 6.3% 0.0040 0.4% 34% False False 121
80 0.9387 0.8815 0.0572 6.3% 0.0037 0.4% 34% False False 101
100 0.9527 0.8815 0.0712 7.9% 0.0033 0.4% 27% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9322
2.618 0.9219
1.618 0.9156
1.000 0.9117
0.618 0.9093
HIGH 0.9054
0.618 0.9030
0.500 0.9023
0.382 0.9015
LOW 0.8991
0.618 0.8952
1.000 0.8928
1.618 0.8889
2.618 0.8826
4.250 0.8723
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 0.9023 0.9002
PP 0.9018 0.8994
S1 0.9014 0.8987

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

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