CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 0.9038 0.9030 -0.0008 -0.1% 0.9040
High 0.9046 0.9045 -0.0001 0.0% 0.9057
Low 0.9025 0.9030 0.0005 0.1% 0.9018
Close 0.9029 0.9038 0.0009 0.1% 0.9029
Range 0.0021 0.0015 -0.0006 -28.6% 0.0039
ATR 0.0040 0.0038 -0.0002 -4.3% 0.0000
Volume 156 154 -2 -1.3% 701
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9083 0.9075 0.9046
R3 0.9068 0.9060 0.9042
R2 0.9053 0.9053 0.9041
R1 0.9045 0.9045 0.9039 0.9049
PP 0.9038 0.9038 0.9038 0.9040
S1 0.9030 0.9030 0.9037 0.9034
S2 0.9023 0.9023 0.9035
S3 0.9008 0.9015 0.9034
S4 0.8993 0.9000 0.9030
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9152 0.9129 0.9050
R3 0.9113 0.9090 0.9040
R2 0.9074 0.9074 0.9036
R1 0.9051 0.9051 0.9033 0.9043
PP 0.9035 0.9035 0.9035 0.9031
S1 0.9012 0.9012 0.9025 0.9004
S2 0.8996 0.8996 0.9022
S3 0.8957 0.8973 0.9018
S4 0.8918 0.8934 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9057 0.9018 0.0039 0.4% 0.0021 0.2% 51% False False 147
10 0.9096 0.9018 0.0078 0.9% 0.0026 0.3% 26% False False 174
20 0.9174 0.8999 0.0175 1.9% 0.0035 0.4% 22% False False 222
40 0.9174 0.8815 0.0359 4.0% 0.0043 0.5% 62% False False 221
60 0.9174 0.8815 0.0359 4.0% 0.0039 0.4% 62% False False 168
80 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 39% False False 147
100 0.9387 0.8815 0.0572 6.3% 0.0037 0.4% 39% False False 125
120 0.9527 0.8815 0.0712 7.9% 0.0033 0.4% 31% False False 106
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9109
2.618 0.9084
1.618 0.9069
1.000 0.9060
0.618 0.9054
HIGH 0.9045
0.618 0.9039
0.500 0.9038
0.382 0.9036
LOW 0.9030
0.618 0.9021
1.000 0.9015
1.618 0.9006
2.618 0.8991
4.250 0.8966
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 0.9038 0.9037
PP 0.9038 0.9036
S1 0.9038 0.9036

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

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