CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 0.9065 0.9047 -0.0018 -0.2% 0.9072
High 0.9080 0.9066 -0.0014 -0.2% 0.9174
Low 0.9030 0.9045 0.0015 0.2% 0.9048
Close 0.9047 0.9054 0.0007 0.1% 0.9087
Range 0.0050 0.0021 -0.0029 -58.0% 0.0126
ATR 0.0051 0.0048 -0.0002 -4.2% 0.0000
Volume 410 197 -213 -52.0% 1,348
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9118 0.9107 0.9066
R3 0.9097 0.9086 0.9060
R2 0.9076 0.9076 0.9058
R1 0.9065 0.9065 0.9056 0.9071
PP 0.9055 0.9055 0.9055 0.9058
S1 0.9044 0.9044 0.9052 0.9050
S2 0.9034 0.9034 0.9050
S3 0.9013 0.9023 0.9048
S4 0.8992 0.9002 0.9042
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 0.9120 0.9030 0.0090 1.0% 0.0038 0.4% 27% False False 211
10 0.9174 0.9030 0.0144 1.6% 0.0044 0.5% 17% False False 235
20 0.9174 0.8847 0.0327 3.6% 0.0047 0.5% 63% False False 282
40 0.9174 0.8815 0.0359 4.0% 0.0045 0.5% 67% False False 208
60 0.9174 0.8815 0.0359 4.0% 0.0041 0.5% 67% False False 160
80 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 42% False False 137
100 0.9426 0.8815 0.0611 6.7% 0.0037 0.4% 39% False False 118
120 0.9527 0.8815 0.0712 7.9% 0.0033 0.4% 34% False False 100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9155
2.618 0.9121
1.618 0.9100
1.000 0.9087
0.618 0.9079
HIGH 0.9066
0.618 0.9058
0.500 0.9056
0.382 0.9053
LOW 0.9045
0.618 0.9032
1.000 0.9024
1.618 0.9011
2.618 0.8990
4.250 0.8956
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 0.9056 0.9058
PP 0.9055 0.9057
S1 0.9055 0.9055

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

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