CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 0.9072 0.9095 0.0023 0.3% 0.9012
High 0.9087 0.9129 0.0042 0.5% 0.9091
Low 0.9048 0.9095 0.0047 0.5% 0.8999
Close 0.9081 0.9118 0.0037 0.4% 0.9070
Range 0.0039 0.0034 -0.0005 -12.8% 0.0092
ATR 0.0051 0.0051 0.0000 -0.5% 0.0000
Volume 307 307 0 0.0% 1,353
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9216 0.9201 0.9137
R3 0.9182 0.9167 0.9127
R2 0.9148 0.9148 0.9124
R1 0.9133 0.9133 0.9121 0.9141
PP 0.9114 0.9114 0.9114 0.9118
S1 0.9099 0.9099 0.9115 0.9107
S2 0.9080 0.9080 0.9112
S3 0.9046 0.9065 0.9109
S4 0.9012 0.9031 0.9099
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 0.9129 0.9018 0.0111 1.2% 0.0038 0.4% 90% True False 247
10 0.9129 0.8919 0.0210 2.3% 0.0049 0.5% 95% True False 350
20 0.9129 0.8815 0.0314 3.4% 0.0052 0.6% 96% True False 288
40 0.9129 0.8815 0.0314 3.4% 0.0042 0.5% 96% True False 177
60 0.9169 0.8815 0.0354 3.9% 0.0040 0.4% 86% False False 140
80 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 53% False False 122
100 0.9514 0.8815 0.0699 7.7% 0.0035 0.4% 43% False False 103
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 False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9274
2.618 0.9218
1.618 0.9184
1.000 0.9163
0.618 0.9150
HIGH 0.9129
0.618 0.9116
0.500 0.9112
0.382 0.9108
LOW 0.9095
0.618 0.9074
1.000 0.9061
1.618 0.9040
2.618 0.9006
4.250 0.8951
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 0.9116 0.9106
PP 0.9114 0.9094
S1 0.9112 0.9082

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

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