CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 0.9022 0.9035 0.0013 0.1% 0.8870
High 0.9050 0.9047 -0.0003 0.0% 0.9054
Low 0.9018 0.9018 0.0000 0.0% 0.8865
Close 0.9034 0.9025 -0.0009 -0.1% 0.9010
Range 0.0032 0.0029 -0.0003 -9.4% 0.0189
ATR 0.0053 0.0051 -0.0002 -3.2% 0.0000
Volume 211 299 88 41.7% 1,770
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9117 0.9100 0.9041
R3 0.9088 0.9071 0.9033
R2 0.9059 0.9059 0.9030
R1 0.9042 0.9042 0.9028 0.9036
PP 0.9030 0.9030 0.9030 0.9027
S1 0.9013 0.9013 0.9022 0.9007
S2 0.9001 0.9001 0.9020
S3 0.8972 0.8984 0.9017
S4 0.8943 0.8955 0.9009
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 0.8991 0.0063 0.7% 0.0044 0.5% 54% False False 408
10 0.9054 0.8847 0.0207 2.3% 0.0050 0.6% 86% False False 329
20 0.9062 0.8815 0.0247 2.7% 0.0052 0.6% 85% False False 276
40 0.9093 0.8815 0.0278 3.1% 0.0041 0.5% 76% False False 164
60 0.9210 0.8815 0.0395 4.4% 0.0040 0.4% 53% False False 141
80 0.9387 0.8815 0.0572 6.3% 0.0038 0.4% 37% False False 113
100 0.9514 0.8815 0.0699 7.7% 0.0034 0.4% 30% False False 96
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9170
2.618 0.9123
1.618 0.9094
1.000 0.9076
0.618 0.9065
HIGH 0.9047
0.618 0.9036
0.500 0.9033
0.382 0.9029
LOW 0.9018
0.618 0.9000
1.000 0.8989
1.618 0.8971
2.618 0.8942
4.250 0.8895
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 0.9033 0.9025
PP 0.9030 0.9025
S1 0.9028 0.9025

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

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