CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 0.9034 0.9072 0.0038 0.4% 0.9012
High 0.9091 0.9087 -0.0004 0.0% 0.9091
Low 0.9034 0.9048 0.0014 0.2% 0.8999
Close 0.9070 0.9081 0.0011 0.1% 0.9070
Range 0.0057 0.0039 -0.0018 -31.6% 0.0092
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 115 307 192 167.0% 1,353
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9189 0.9174 0.9102
R3 0.9150 0.9135 0.9092
R2 0.9111 0.9111 0.9088
R1 0.9096 0.9096 0.9085 0.9104
PP 0.9072 0.9072 0.9072 0.9076
S1 0.9057 0.9057 0.9077 0.9065
S2 0.9033 0.9033 0.9074
S3 0.8994 0.9018 0.9070
S4 0.8955 0.8979 0.9060
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9329 0.9292 0.9121
R3 0.9237 0.9200 0.9095
R2 0.9145 0.9145 0.9087
R1 0.9108 0.9108 0.9078 0.9127
PP 0.9053 0.9053 0.9053 0.9063
S1 0.9016 0.9016 0.9062 0.9035
S2 0.8961 0.8961 0.9053
S3 0.8869 0.8924 0.9045
S4 0.8777 0.8832 0.9019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9091 0.8999 0.0092 1.0% 0.0040 0.4% 89% False False 253
10 0.9091 0.8888 0.0203 2.2% 0.0049 0.5% 95% False False 324
20 0.9091 0.8815 0.0276 3.0% 0.0051 0.6% 96% False False 278
40 0.9093 0.8815 0.0278 3.1% 0.0041 0.5% 96% False False 172
60 0.9174 0.8815 0.0359 4.0% 0.0041 0.5% 74% False False 141
80 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 47% False False 118
100 0.9514 0.8815 0.0699 7.7% 0.0035 0.4% 38% False False 100
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9253
2.618 0.9189
1.618 0.9150
1.000 0.9126
0.618 0.9111
HIGH 0.9087
0.618 0.9072
0.500 0.9068
0.382 0.9063
LOW 0.9048
0.618 0.9024
1.000 0.9009
1.618 0.8985
2.618 0.8946
4.250 0.8882
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 0.9077 0.9072
PP 0.9072 0.9063
S1 0.9068 0.9055

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

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