CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 0.9077 0.9086 0.0009 0.1% 0.9072
High 0.9096 0.9086 -0.0010 -0.1% 0.9174
Low 0.9065 0.9047 -0.0018 -0.2% 0.9048
Close 0.9088 0.9074 -0.0014 -0.2% 0.9087
Range 0.0031 0.0039 0.0008 25.8% 0.0126
ATR 0.0051 0.0051 -0.0001 -1.4% 0.0000
Volume 199 86 -113 -56.8% 1,348
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9186 0.9169 0.9095
R3 0.9147 0.9130 0.9085
R2 0.9108 0.9108 0.9081
R1 0.9091 0.9091 0.9078 0.9080
PP 0.9069 0.9069 0.9069 0.9064
S1 0.9052 0.9052 0.9070 0.9041
S2 0.9030 0.9030 0.9067
S3 0.8991 0.9013 0.9063
S4 0.8952 0.8974 0.9053
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9481 0.9410 0.9156
R3 0.9355 0.9284 0.9122
R2 0.9229 0.9229 0.9110
R1 0.9158 0.9158 0.9099 0.9194
PP 0.9103 0.9103 0.9103 0.9121
S1 0.9032 0.9032 0.9075 0.9068
S2 0.8977 0.8977 0.9064
S3 0.8851 0.8906 0.9052
S4 0.8725 0.8780 0.9018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9174 0.9047 0.0127 1.4% 0.0047 0.5% 21% False True 203
10 0.9174 0.9018 0.0156 1.7% 0.0043 0.5% 36% False False 225
20 0.9174 0.8815 0.0359 4.0% 0.0051 0.6% 72% False False 286
40 0.9174 0.8815 0.0359 4.0% 0.0045 0.5% 72% False False 196
60 0.9174 0.8815 0.0359 4.0% 0.0042 0.5% 72% False False 151
80 0.9387 0.8815 0.0572 6.3% 0.0040 0.4% 45% False False 132
100 0.9500 0.8815 0.0685 7.5% 0.0037 0.4% 38% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9252
2.618 0.9188
1.618 0.9149
1.000 0.9125
0.618 0.9110
HIGH 0.9086
0.618 0.9071
0.500 0.9067
0.382 0.9062
LOW 0.9047
0.618 0.9023
1.000 0.9008
1.618 0.8984
2.618 0.8945
4.250 0.8881
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 0.9072 0.9084
PP 0.9069 0.9080
S1 0.9067 0.9077

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

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